+160.6%
XLB vs CSGP
+45.2%
+115.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -1.4% | -4.1% | +2.7% | -0.3% |
| 30D | -0.4% | +2.3% | -2.7% | -1.3% |
| 3M | +2.0% | -8.2% | +10.1% | +3.4% |
| 6M | +1.8% | -35.1% | +36.9% | +13.3% |
| YTD | +16.6% | -54.0% | +70.6% | +42.0% |
| 1Y | +16.9% | -65.3% | +82.2% | +55.0% |
| 3Y | +32.6% | -62.6% | +95.1% | +67.5% |
| 5Y | +35.6% | -64.8% | +100.5% | +70.3% |
| All | +160.6% | +45.2% | +115.4% | +122.1% |
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