-63.2%
CSGP vs XME
+110.8%
-174.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.4% | -8.0% | -5.4% |
| 7D | +1.3% | -4.5% | +5.7% | +2.2% |
| 30D | +10.7% | -10.9% | +21.6% | +13.2% |
| 3M | +3.3% | -15.3% | +18.5% | +6.6% |
| 6M | -10.3% | -24.6% | +14.3% | -5.2% |
| YTD | -54.6% | -9.6% | -44.9% | -55.4% |
| 1Y | -54.6% | +2.9% | -57.6% | -57.6% |
| 3Y | -60.3% | +86.9% | -147.2% | -71.7% |
| All | -63.2% | +110.8% | -174.0% | -74.9% |
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