+635.1%
CSGP vs MXL
+249.5%
+385.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -8.0% | -3.1% |
| 7D | -4.1% | +1.6% | -5.7% | -4.3% |
| 30D | +2.3% | -7.0% | +9.3% | +2.5% |
| 3M | -8.2% | -33.4% | +25.2% | -7.6% |
| 6M | -35.1% | +260.2% | -295.2% | -54.7% |
| YTD | -54.0% | +260.0% | -314.0% | -68.1% |
| 1Y | -65.3% | +303.5% | -368.8% | -76.7% |
| 3Y | -62.6% | +160.4% | -223.0% | -75.6% |
| 5Y | -64.8% | +14.7% | -79.5% | -73.9% |
| 10Y | +45.1% | +215.6% | -170.5% | -23.1% |
| All | +635.1% | +249.5% | +385.6% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling