-53.3%
CSGP vs XME
+5.2%
-58.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.8% |
| 7D | +18.3% | -5.5% | +23.8% | +17.2% |
| 30D | +17.8% | -11.1% | +28.9% | +16.2% |
| 3M | +9.3% | -11.1% | +20.4% | +7.8% |
| 6M | -7.9% | -18.0% | +10.1% | -9.3% |
| YTD | -51.5% | -7.4% | -44.2% | -53.1% |
| 1Y | -53.3% | +6.7% | -60.0% | -56.4% |
| All | -53.3% | +5.2% | -58.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling