+820.5%
XLB vs CSGP
+2,148.0%
-1,327.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -1.4% | -4.1% | +2.7% | -0.6% |
| 30D | -0.4% | +2.3% | -2.7% | -1.0% |
| 3M | +2.0% | -8.2% | +10.1% | +3.0% |
| 6M | +1.8% | -35.1% | +36.9% | +9.6% |
| YTD | +16.6% | -54.0% | +70.6% | +33.2% |
| 1Y | +16.9% | -65.3% | +82.2% | +41.0% |
| 3Y | +32.6% | -62.6% | +95.1% | +55.5% |
| 5Y | +35.6% | -64.8% | +100.5% | +58.5% |
| 10Y | +160.0% | +45.1% | +114.9% | +131.2% |
| All | +820.5% | +2,148.0% | -1,327.5% | +475.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling