+528.3%
CSGP vs XHB
+177.0%
+351.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | +0.2% |
| 7D | +13.9% | +2.5% | +11.3% | +12.4% |
| 30D | +16.0% | +6.7% | +9.3% | +12.4% |
| 3M | +6.1% | -5.8% | +11.9% | +9.7% |
| 6M | -8.2% | +1.7% | -9.9% | -9.8% |
| YTD | -52.3% | +1.9% | -54.2% | -53.8% |
| 1Y | -54.5% | +0.9% | -55.4% | -55.8% |
| 3Y | -58.6% | +37.6% | -96.2% | -66.6% |
| 5Y | -61.5% | +35.7% | -97.2% | -69.0% |
| 10Y | +74.7% | +262.3% | -187.7% | -19.8% |
| All | +528.3% | +177.0% | +351.3% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling