+1,840.8%
FLEX vs CSGP
+3,520.0%
-1,679.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.0% | -16.3% | -13.7% |
| 7D | -17.0% | +18.3% | -35.3% | -22.3% |
| 30D | -33.8% | +17.8% | -51.6% | -39.5% |
| 3M | -39.0% | +9.3% | -48.3% | -43.4% |
| 6M | -15.9% | -7.9% | -8.0% | -19.5% |
| YTD | +27.8% | -51.5% | +79.4% | +52.3% |
| 1Y | +25.0% | -53.3% | +78.3% | +50.7% |
| 3Y | +292.3% | -57.9% | +350.2% | +381.2% |
| 5Y | +472.6% | -61.3% | +533.9% | +607.0% |
| 10Y | +653.7% | +77.5% | +576.1% | +408.5% |
| All | +1,840.8% | +3,520.0% | -1,679.2% | +274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling