-65.3%
CSGP vs XHB
-9.3%
-56.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -4.1% | -1.3% | -2.8% | -3.9% |
| 30D | +2.3% | -6.9% | +9.2% | +3.2% |
| 3M | -8.2% | -1.3% | -6.9% | -8.0% |
| 6M | -35.1% | -6.8% | -28.3% | -33.9% |
| YTD | -54.0% | +0.7% | -54.8% | -54.6% |
| 1Y | -65.3% | -11.2% | -54.1% | -63.7% |
| All | -65.3% | -9.3% | -56.1% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling