+167.2%
XLE vs CSGP
+63.3%
+103.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +1.0% |
| 7D | -12.0% | +1.3% | -13.3% | -12.4% |
| 30D | -2.7% | +10.7% | -13.4% | -5.7% |
| 3M | +6.6% | +3.3% | +3.3% | +4.5% |
| 6M | +9.5% | -10.3% | +19.9% | +10.3% |
| YTD | +40.6% | -54.6% | +95.1% | +64.9% |
| 1Y | +43.6% | -54.6% | +98.2% | +68.3% |
| 3Y | +58.1% | -60.3% | +118.4% | +87.9% |
| 5Y | +152.2% | -63.3% | +215.5% | +200.4% |
| All | +167.2% | +63.3% | +103.9% | +142.2% |
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