-15.0%
CSGP vs XE
-63.2%
+48.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +2.8% |
| 7D | +1.3% | +6.2% | -4.9% | +1.7% |
| 30D | +2.8% | -4.8% | +7.6% | +3.2% |
| 3M | -6.3% | -51.3% | +44.9% | -6.8% |
| 6M | -3.2% | -64.2% | +61.1% | -3.6% |
| All | -15.0% | -63.2% | +48.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · 6 months rolling