+44.1%
CSGP vs XRT
+128.5%
-84.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.9% |
| 7D | -4.1% | +0.8% | -4.9% | -4.5% |
| 30D | +2.3% | -4.2% | +6.5% | +4.7% |
| 3M | -8.2% | +5.1% | -13.3% | -10.3% |
| 6M | -35.1% | +2.4% | -37.5% | -35.9% |
| YTD | -54.0% | +3.2% | -57.2% | -54.8% |
| 1Y | -65.3% | +1.5% | -66.8% | -65.6% |
| 3Y | -62.6% | +40.6% | -103.1% | -68.9% |
| 5Y | -64.8% | -1.0% | -63.8% | -66.2% |
| All | +44.1% | +128.5% | -84.3% | -17.0% |
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