-62.5%
CSGP vs XHB
+38.1%
-100.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +0.3% |
| 7D | -1.8% | +1.3% | -3.1% | -2.5% |
| 30D | +5.3% | +11.8% | -6.5% | -0.7% |
| 3M | +3.3% | -3.8% | +7.1% | +5.5% |
| 6M | -4.7% | +4.1% | -8.8% | -7.6% |
| YTD | -53.5% | +4.0% | -57.5% | -55.7% |
| 1Y | -53.7% | +1.6% | -55.3% | -55.3% |
| 3Y | -59.7% | +43.2% | -102.9% | -70.5% |
| 5Y | -62.5% | +35.8% | -98.3% | -72.5% |
| All | -62.5% | +38.1% | -100.6% | -72.5% |
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