+23.3%
XLB vs CSGP
-55.2%
+78.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.6% | -7.1% | +5.5% | -1.4% |
| 30D | +7.2% | +3.6% | +3.6% | +7.2% |
| 3M | 0.0% | -2.7% | +2.8% | +0.1% |
| 6M | +2.3% | -8.0% | +10.4% | +2.0% |
| YTD | +18.4% | -55.0% | +73.4% | +21.4% |
| 1Y | +23.3% | -55.8% | +79.1% | +26.9% |
| All | +23.3% | -55.2% | +78.5% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling