-62.8%
CSGP vs MXL
+163.1%
-225.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -8.0% | -2.4% |
| 7D | -4.1% | +1.6% | -5.7% | -4.0% |
| 30D | +2.3% | -7.0% | +9.3% | +2.3% |
| 3M | -8.2% | -33.4% | +25.2% | -8.4% |
| 6M | -35.1% | +260.2% | -295.2% | -42.7% |
| YTD | -54.0% | +260.0% | -314.0% | -59.6% |
| 1Y | -65.3% | +303.5% | -368.8% | -70.0% |
| All | -62.8% | +163.1% | -225.9% | -68.2% |
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