+34.7%
XLC vs CSGP
-62.1%
+96.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +3.1% | +13.9% | -10.8% | -0.4% |
| 30D | -6.5% | +16.0% | -22.5% | -11.0% |
| 3M | -5.6% | +6.1% | -11.7% | -8.1% |
| 6M | -9.2% | -8.2% | -1.1% | -8.7% |
| YTD | -10.6% | -52.3% | +41.8% | +7.9% |
| 1Y | -6.9% | -54.5% | +47.6% | +13.9% |
| 3Y | +59.9% | -58.6% | +118.5% | +94.5% |
| 5Y | +34.7% | -61.5% | +96.2% | +67.8% |
| All | +34.7% | -62.1% | +96.7% | +67.8% |
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