+55.6%
CSGP vs XHB
+234.8%
-179.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | +0.4% |
| 7D | -6.1% | -2.4% | -3.6% | -4.8% |
| 30D | +0.3% | +7.1% | -6.7% | -3.1% |
| 3M | -1.3% | -6.0% | +4.7% | +2.3% |
| 6M | -8.9% | +2.1% | -11.0% | -10.7% |
| YTD | -55.2% | -0.6% | -54.6% | -56.2% |
| 1Y | -56.4% | -3.3% | -53.1% | -56.7% |
| 3Y | -62.2% | +34.1% | -96.3% | -69.9% |
| 5Y | -63.7% | +28.6% | -92.3% | -70.9% |
| All | +55.6% | +234.8% | -179.2% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling