+60.0%
CSGP vs XME
+260.6%
-200.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +3.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +2.8% | -6.1% | +9.0% | +4.1% |
| 3M | -6.3% | -18.6% | +12.3% | -1.7% |
| 6M | -3.2% | -23.9% | +20.7% | +2.5% |
| YTD | -54.0% | -9.3% | -44.6% | -54.5% |
| 1Y | -54.8% | +1.8% | -56.6% | -57.0% |
| 3Y | -60.6% | +93.0% | -153.6% | -70.5% |
| 5Y | -62.6% | +107.0% | -169.6% | -73.1% |
| All | +60.0% | +260.6% | -200.5% | -14.5% |
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