-61.5%
CSGP vs XME
+110.6%
-172.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.4% |
| 7D | +13.9% | -10.5% | +24.4% | +16.7% |
| 30D | +16.0% | -16.5% | +32.5% | +20.5% |
| 3M | +6.1% | -19.2% | +25.2% | +10.8% |
| 6M | -8.2% | -23.8% | +15.7% | -3.5% |
| YTD | -52.3% | -12.6% | -39.8% | -52.8% |
| 1Y | -54.5% | -0.1% | -54.4% | -57.2% |
| 3Y | -58.6% | +79.3% | -137.8% | -70.1% |
| 5Y | -61.5% | +108.2% | -169.7% | -73.9% |
| All | -61.5% | +110.6% | -172.1% | -73.9% |
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