+30.8%
XEL vs CSGP
-64.7%
+95.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -1.0% | -4.1% | +3.1% | -0.5% |
| 30D | -1.9% | +2.3% | -4.2% | -2.3% |
| 3M | -1.9% | -8.2% | +6.3% | -1.3% |
| 6M | -7.4% | -35.1% | +27.6% | -3.3% |
| YTD | +4.1% | -54.0% | +58.1% | +13.0% |
| 1Y | +8.0% | -65.3% | +73.4% | +21.9% |
| 3Y | +48.4% | -62.6% | +111.0% | +63.3% |
| All | +30.8% | -64.7% | +95.5% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling