+62.6%
CSGP vs XME
+277.3%
-214.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -7.1% | +1.5% | -8.6% | -7.5% |
| 30D | +3.6% | -7.3% | +10.9% | +5.3% |
| 3M | -2.7% | -17.4% | +14.7% | +1.7% |
| 6M | -8.0% | -21.8% | +13.8% | -3.3% |
| YTD | -55.0% | -6.0% | -49.0% | -55.9% |
| 1Y | -55.8% | +3.8% | -59.5% | -58.1% |
| 3Y | -62.0% | +100.0% | -162.0% | -71.8% |
| 5Y | -62.9% | +116.1% | -179.0% | -73.7% |
| 10Y | +62.6% | +280.6% | -218.0% | -16.3% |
| All | +62.6% | +277.3% | -214.7% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling