-35.1%
CSGP vs MXL
+257.1%
-292.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -8.0% | -1.9% |
| 7D | -4.1% | +1.6% | -5.7% | -3.8% |
| 30D | +2.3% | -7.0% | +9.3% | +2.0% |
| 3M | -8.2% | -33.4% | +25.2% | -9.5% |
| 6M | -35.1% | +260.2% | -295.2% | -29.3% |
| All | -35.1% | +257.1% | -292.1% | -29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling