-61.5%
CSGP vs XRT
+61.0%
-122.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -7.1% | -1.4% | -5.6% | -6.2% |
| 30D | +3.6% | +9.8% | -6.1% | -2.0% |
| 3M | -2.7% | +3.3% | -6.0% | -4.5% |
| 6M | -8.0% | +13.6% | -21.6% | -14.4% |
| YTD | -55.0% | +9.1% | -64.0% | -57.2% |
| 1Y | -55.8% | +15.1% | -70.8% | -59.3% |
| All | -61.5% | +61.0% | -122.4% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling