+663.2%
FLEX vs CSGP
-64.7%
+727.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | -0.9% | -4.1% | +3.2% | -0.2% |
| 30D | -10.1% | +2.3% | -12.5% | -11.0% |
| 3M | -31.3% | -8.2% | -23.2% | -30.8% |
| 6M | +71.3% | -35.1% | +106.3% | +90.8% |
| YTD | +81.2% | -54.0% | +135.3% | +125.7% |
| 1Y | +98.5% | -65.3% | +163.8% | +176.0% |
| 3Y | +428.2% | -62.6% | +490.8% | +590.7% |
| All | +663.2% | -64.7% | +727.9% | +874.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling