+442.4%
FLEX vs CSGP
-61.9%
+504.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.5% |
| 7D | -0.9% | -4.1% | +3.2% | -0.9% |
| 30D | -10.1% | +2.3% | -12.5% | -10.2% |
| 3M | -31.3% | -8.2% | -23.2% | -30.5% |
| 6M | +71.3% | -35.1% | +106.3% | +87.1% |
| YTD | +81.2% | -54.0% | +135.3% | +117.5% |
| 1Y | +98.5% | -65.3% | +163.8% | +165.2% |
| All | +442.4% | -61.9% | +504.4% | +596.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling