+73.3%
CSGP vs XRT
+153.7%
-80.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.1% |
| 7D | +13.9% | +2.3% | +11.6% | +12.6% |
| 30D | +16.0% | +9.8% | +6.2% | +10.8% |
| 3M | +6.1% | -0.2% | +6.3% | +6.6% |
| 6M | -8.2% | +8.4% | -16.5% | -11.7% |
| YTD | -52.3% | +7.5% | -59.9% | -54.0% |
| 1Y | -54.5% | +13.2% | -67.7% | -57.2% |
| 3Y | -58.6% | +52.0% | -110.6% | -66.8% |
| 5Y | -61.5% | -3.2% | -58.3% | -62.7% |
| All | +73.3% | +153.7% | -80.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling