+163.2%
XEL vs CSGP
+63.3%
+99.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.1% |
| 7D | -0.2% | +1.3% | -1.4% | -0.4% |
| 30D | +10.0% | +10.7% | -0.7% | +7.8% |
| 3M | +4.3% | +3.3% | +1.1% | +3.1% |
| 6M | +0.5% | -10.3% | +10.8% | +1.2% |
| YTD | +10.4% | -54.6% | +64.9% | +24.1% |
| 1Y | +2.0% | -54.6% | +56.6% | +14.6% |
| 3Y | +45.6% | -60.3% | +105.9% | +64.6% |
| 5Y | +46.6% | -63.3% | +109.9% | +66.3% |
| All | +163.2% | +63.3% | +99.9% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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