+126.6%
XLC vs CSGP
-22.5%
+149.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +3.1% | +13.9% | -10.8% | -1.2% |
| 30D | -6.5% | +16.0% | -22.5% | -11.8% |
| 3M | -5.6% | +6.1% | -11.7% | -8.7% |
| 6M | -9.2% | -8.2% | -1.1% | -8.7% |
| YTD | -10.6% | -52.3% | +41.8% | +10.8% |
| 1Y | -6.9% | -54.5% | +47.6% | +17.0% |
| 3Y | +59.9% | -58.6% | +118.5% | +100.6% |
| 5Y | +34.7% | -61.5% | +96.2% | +68.5% |
| All | +126.6% | -22.5% | +149.0% | +96.0% |
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