+492.4%
CSGP vs XRT
+558.7%
-66.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.5% | +0.5% |
| 7D | +18.3% | +8.0% | +10.3% | +12.6% |
| 30D | +17.8% | +13.0% | +4.8% | +9.3% |
| 3M | +9.3% | +1.7% | +7.6% | +8.5% |
| 6M | -7.9% | +12.6% | -20.5% | -14.5% |
| YTD | -51.5% | +10.7% | -62.2% | -54.6% |
| 1Y | -53.3% | +18.4% | -71.7% | -58.1% |
| 3Y | -57.9% | +56.4% | -114.3% | -68.9% |
| 5Y | -61.3% | +0.7% | -62.0% | -63.0% |
| 10Y | +77.5% | +164.6% | -87.0% | -23.1% |
| All | +492.4% | +558.7% | -66.3% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling