-15.2%
CSGP vs XE
-41.2%
+26.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.4% |
| 7D | -4.1% | +2.8% | -6.9% | -4.0% |
| 30D | +2.3% | -7.0% | +9.4% | +2.6% |
| 3M | -8.2% | -25.1% | +16.9% | -8.1% |
| All | -15.2% | -41.2% | +26.0% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling