+31.6%
XLB vs CSGP
-62.1%
+93.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.6% |
| 7D | -0.4% | +13.9% | -14.3% | -3.0% |
| 30D | +5.2% | +16.0% | -10.8% | +1.4% |
| 3M | -0.1% | +6.1% | -6.2% | -2.3% |
| 6M | +2.4% | -8.2% | +10.6% | +2.9% |
| YTD | +16.9% | -52.3% | +69.2% | +37.1% |
| 1Y | +25.0% | -54.5% | +79.5% | +48.5% |
| 3Y | +40.7% | -58.6% | +99.3% | +67.4% |
| 5Y | +31.6% | -61.5% | +93.1% | +59.2% |
| All | +31.6% | -62.1% | +93.7% | +59.2% |
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 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