+127.5%
XLC vs CSGP
-26.1%
+153.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +1.9% |
| 7D | +4.9% | +1.3% | +3.6% | +4.4% |
| 30D | -5.8% | +10.7% | -16.5% | -9.9% |
| 3M | -5.4% | +3.3% | -8.7% | -7.9% |
| 6M | -10.2% | -10.3% | +0.2% | -9.1% |
| YTD | -10.2% | -54.6% | +44.4% | +12.8% |
| 1Y | -5.6% | -54.6% | +49.0% | +18.4% |
| 3Y | +61.0% | -60.3% | +121.3% | +104.5% |
| 5Y | +35.2% | -63.3% | +98.5% | +71.6% |
| All | +127.5% | -26.1% | +153.6% | +99.7% |
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