+256.8%
FLEX vs CSGP
-60.4%
+317.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.7% | +9.2% | +3.9% |
| 7D | -19.3% | +1.3% | -20.6% | -19.1% |
| 30D | -41.5% | +10.7% | -52.2% | -41.2% |
| 3M | -43.1% | +3.3% | -46.4% | -42.9% |
| 6M | -48.2% | -10.3% | -37.9% | -47.4% |
| YTD | +15.5% | -54.6% | +70.0% | +38.1% |
| 1Y | +10.2% | -54.6% | +64.9% | +31.6% |
| 3Y | +256.8% | -60.3% | +317.1% | +320.6% |
| All | +256.8% | -60.4% | +317.2% | +320.6% |
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