-62.8%
CSGP vs XME
+127.9%
-190.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +2.3% | +6.0% | -3.7% | +1.3% |
| 3M | -8.2% | -7.7% | -0.4% | -6.7% |
| 6M | -35.1% | +1.0% | -36.0% | -35.5% |
| YTD | -54.0% | +14.6% | -68.7% | -56.4% |
| 1Y | -65.3% | +46.0% | -111.3% | -70.2% |
| All | -62.8% | +127.9% | -190.7% | -75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling