-64.8%
CSGP vs MXL
+14.7%
-79.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -8.0% | -2.7% |
| 7D | -4.1% | +1.6% | -5.7% | -4.2% |
| 30D | +2.3% | -7.0% | +9.3% | +2.4% |
| 3M | -8.2% | -33.4% | +25.2% | -8.0% |
| 6M | -35.1% | +260.2% | -295.2% | -49.2% |
| YTD | -54.0% | +260.0% | -314.0% | -64.3% |
| 1Y | -65.3% | +303.5% | -368.8% | -73.8% |
| 3Y | -62.6% | +160.4% | -223.0% | -72.2% |
| All | -64.8% | +14.7% | -79.5% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling