-61.4%
CSGP vs MXL
+225.8%
-287.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -3.0% |
| 7D | -3.2% | -15.9% | +12.7% | -3.5% |
| 30D | +2.2% | -44.0% | +46.2% | +1.1% |
| 3M | -3.7% | -21.3% | +17.7% | -4.1% |
| 6M | -7.4% | -46.1% | +38.6% | -8.0% |
| YTD | -54.9% | +208.8% | -263.7% | -60.1% |
| 1Y | -54.9% | +255.5% | -310.4% | -60.8% |
| All | -61.4% | +225.8% | -287.2% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling