-54.6%
CSGP vs XME
+2.5%
-57.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.4% | -8.0% | -4.1% |
| 7D | +1.3% | -4.5% | +5.7% | +0.6% |
| 30D | +10.7% | -10.9% | +21.6% | +9.1% |
| 3M | +3.3% | -15.3% | +18.5% | +1.3% |
| 6M | -10.3% | -24.6% | +14.3% | -11.8% |
| YTD | -54.6% | -9.6% | -44.9% | -56.0% |
| 1Y | -54.6% | +2.9% | -57.6% | -57.4% |
| All | -54.6% | +2.5% | -57.1% | -57.4% |
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