+462.0%
CSGP vs XME
+242.3%
+219.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | -8.2% | -7.7% | -0.4% | -6.8% |
| 6M | -35.1% | +1.0% | -36.0% | -36.6% |
| YTD | -54.0% | +14.6% | -68.7% | -57.4% |
| 1Y | -65.3% | +46.0% | -111.3% | -70.8% |
| 3Y | -62.6% | +127.0% | -189.6% | -73.4% |
| 5Y | -64.8% | +175.8% | -240.6% | -77.2% |
| 10Y | +45.1% | +414.6% | -369.6% | -30.7% |
| All | +462.0% | +242.3% | +219.7% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling