-12.0%
CSGP vs XE
-70.1%
+58.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.4% | +8.8% | -2.2% |
| 7D | +13.9% | -23.1% | +37.0% | +12.6% |
| 30D | +16.0% | -41.7% | +57.7% | +14.3% |
| 3M | +6.1% | -52.8% | +58.8% | +4.9% |
| 6M | -8.2% | -68.4% | +60.2% | -9.7% |
| All | -12.0% | -70.1% | +58.1% | -13.6% |
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 · 6 months rolling