+169.1%
XLB vs CSGP
+63.3%
+105.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | +0.5% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | +6.1% | +10.7% | -4.6% | +2.4% |
| 3M | 0.0% | +3.3% | -3.2% | -2.1% |
| 6M | 0.0% | -10.3% | +10.3% | +0.8% |
| YTD | +16.0% | -54.6% | +70.6% | +40.5% |
| 1Y | +24.7% | -54.6% | +79.4% | +50.9% |
| 3Y | +40.4% | -60.3% | +100.7% | +72.6% |
| 5Y | +30.7% | -63.3% | +94.0% | +60.7% |
| All | +169.1% | +63.3% | +105.8% | +129.7% |
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