-60.3%
CSGP vs MXL
+188.6%
-249.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +11.0% | -15.7% | -4.3% |
| 7D | +1.3% | -27.1% | +28.4% | +0.5% |
| 30D | +10.7% | -54.2% | +64.9% | +9.0% |
| 3M | +3.3% | -29.9% | +33.2% | +2.5% |
| 6M | -10.3% | -39.5% | +29.1% | -11.7% |
| YTD | -54.6% | +182.2% | -236.7% | -60.0% |
| 1Y | -54.6% | +231.8% | -286.5% | -60.8% |
| 3Y | -60.3% | +195.9% | -256.2% | -68.2% |
| All | -60.3% | +188.6% | -249.0% | -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