+2,651.6%
FLEX vs CSGP
+3,334.4%
-682.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.4% |
| 7D | -0.9% | -4.1% | +3.2% | +0.6% |
| 30D | -10.1% | +2.3% | -12.5% | -11.7% |
| 3M | -31.3% | -8.2% | -23.2% | -31.4% |
| 6M | +71.3% | -35.1% | +106.3% | +91.5% |
| YTD | +81.2% | -54.0% | +135.3% | +127.3% |
| 1Y | +98.5% | -65.3% | +163.8% | +175.8% |
| 3Y | +428.2% | -62.6% | +490.8% | +598.9% |
| 5Y | +657.3% | -64.8% | +722.1% | +898.5% |
| 10Y | +995.9% | +45.1% | +950.8% | +721.2% |
| All | +2,651.6% | +3,334.4% | -682.8% | +459.0% |
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 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