-63.1%
CSGP vs XRT
-1.7%
-61.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -3.2% | +4.1% | -7.3% | -5.6% |
| 30D | +2.2% | +9.9% | -7.7% | -3.4% |
| 3M | -3.7% | +2.3% | -5.9% | -4.7% |
| 6M | -7.4% | +9.6% | -17.0% | -12.3% |
| YTD | -54.9% | +9.1% | -64.0% | -57.2% |
| 1Y | -54.9% | +16.2% | -71.1% | -58.9% |
| 3Y | -61.9% | +60.1% | -122.0% | -72.0% |
| 5Y | -63.1% | -0.5% | -62.6% | -64.8% |
| All | -63.1% | -1.7% | -61.4% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling