-58.4%
CSGP vs XHB
+38.1%
-96.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.2% |
| 7D | +13.9% | +2.5% | +11.3% | +12.7% |
| 30D | +16.0% | +6.7% | +9.3% | +13.1% |
| 3M | +6.1% | -5.8% | +11.9% | +8.4% |
| 6M | -8.2% | +1.7% | -9.9% | -9.6% |
| YTD | -52.3% | +1.9% | -54.2% | -53.6% |
| 1Y | -54.5% | +0.9% | -55.4% | -55.6% |
| All | -58.4% | +38.1% | -96.5% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling