-64.8%
CSGP vs XME
+176.2%
-241.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | -8.2% | -7.7% | -0.4% | -6.6% |
| 6M | -35.1% | +1.0% | -36.0% | -36.2% |
| YTD | -54.0% | +14.6% | -68.7% | -57.1% |
| 1Y | -65.3% | +46.0% | -111.3% | -70.7% |
| 3Y | -62.6% | +127.0% | -189.6% | -74.1% |
| All | -64.8% | +176.2% | -241.0% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling