-53.3%
CSGP vs MXL
+276.5%
-329.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -11.1% | +15.2% | +2.8% |
| 7D | +18.3% | -24.3% | +42.6% | +15.1% |
| 30D | +17.8% | -46.1% | +63.9% | +11.8% |
| 3M | +9.3% | -21.8% | +31.1% | +8.2% |
| 6M | -7.9% | -27.2% | +19.3% | -8.4% |
| YTD | -51.5% | +226.2% | -277.7% | -52.0% |
| 1Y | -53.3% | +297.0% | -350.3% | -55.8% |
| All | -53.3% | +276.5% | -329.8% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling