-54.9%
CSGP vs MXL
+252.3%
-307.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -3.3% |
| 7D | -3.2% | -15.9% | +12.7% | -4.5% |
| 30D | +2.2% | -44.0% | +46.2% | -2.5% |
| 3M | -3.7% | -21.3% | +17.7% | -4.3% |
| 6M | -7.4% | -46.1% | +38.6% | -9.0% |
| YTD | -54.9% | +208.8% | -263.7% | -54.8% |
| 1Y | -54.9% | +255.5% | -310.4% | -55.5% |
| All | -54.9% | +252.3% | -307.2% | -55.5% |
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