-10.3%
CSGP vs XE
-62.9%
+52.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +15.9% | -20.6% | -3.5% |
| 7D | +1.3% | -4.6% | +5.8% | +1.4% |
| 30D | +10.7% | -27.5% | +38.2% | +10.1% |
| 3M | +3.3% | -49.9% | +53.2% | +2.2% |
| 6M | -10.3% | -67.2% | +56.9% | -14.0% |
| All | -10.3% | -62.9% | +52.6% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling