-63.2%
CSGP vs XHB
+33.2%
-96.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -3.9% |
| 7D | +1.3% | +1.3% | 0.0% | +0.6% |
| 30D | +10.7% | +7.8% | +2.9% | +6.6% |
| 3M | +3.3% | -5.5% | +8.7% | +6.6% |
| 6M | -10.3% | -2.6% | -7.7% | -9.9% |
| YTD | -54.6% | +0.4% | -54.9% | -55.8% |
| 1Y | -54.6% | -1.0% | -53.7% | -55.6% |
| 3Y | -60.3% | +37.3% | -97.6% | -70.2% |
| All | -63.2% | +33.2% | -96.4% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling