+43.0%
CSGP vs XHB
+211.6%
-168.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.9% |
| 7D | -4.1% | -1.3% | -2.8% | -3.4% |
| 30D | +2.3% | -6.9% | +9.2% | +6.3% |
| 3M | -8.2% | -1.3% | -6.9% | -8.2% |
| 6M | -35.1% | -6.8% | -28.3% | -33.7% |
| YTD | -54.0% | +0.7% | -54.8% | -55.4% |
| 1Y | -65.3% | -11.2% | -54.1% | -63.8% |
| 3Y | -62.6% | +25.3% | -87.9% | -69.0% |
| 5Y | -64.8% | +37.3% | -102.1% | -72.9% |
| All | +43.0% | +211.6% | -168.6% | -33.0% |
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