+37.7%
XLC vs CSGP
-64.7%
+102.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | -0.8% | -4.1% | +3.2% | +0.3% |
| 30D | +1.0% | +2.3% | -1.3% | +0.2% |
| 3M | -0.7% | -8.2% | +7.5% | +0.9% |
| 6M | -5.1% | -35.1% | +29.9% | +5.9% |
| YTD | -4.3% | -54.0% | +49.7% | +17.2% |
| 1Y | -0.6% | -65.3% | +64.7% | +33.0% |
| 3Y | +72.7% | -62.6% | +135.3% | +118.5% |
| All | +37.7% | -64.7% | +102.4% | +58.1% |
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 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