+45.6%
XEL vs CSGP
-60.4%
+106.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.5% |
| 7D | -0.2% | +1.3% | -1.4% | -0.3% |
| 30D | +10.0% | +10.7% | -0.7% | +9.2% |
| 3M | +4.3% | +3.3% | +1.1% | +3.9% |
| 6M | +0.5% | -10.3% | +10.8% | +0.9% |
| YTD | +10.4% | -54.6% | +64.9% | +17.5% |
| 1Y | +2.0% | -54.6% | +56.6% | +8.5% |
| 3Y | +45.6% | -60.3% | +105.9% | +48.2% |
| All | +45.6% | -60.4% | +106.0% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling