-30.8%
FLEX vs CSGP
-9.0%
-21.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -12.0% | -15.0% |
| 7D | -28.3% | +13.9% | -42.2% | -19.4% |
| 30D | -45.0% | +16.0% | -61.0% | -35.5% |
| 3M | -45.2% | +6.1% | -51.3% | -39.4% |
| 6M | -30.8% | -8.2% | -22.6% | -35.8% |
| All | -30.8% | -9.0% | -21.8% | -35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling