+167.2%
XLE vs CSGP
+71.3%
+95.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.6% |
| 7D | -10.3% | +13.9% | -24.2% | -12.9% |
| 30D | -3.3% | +16.0% | -19.3% | -7.2% |
| 3M | +8.2% | +6.1% | +2.1% | +5.5% |
| 6M | +5.0% | -8.2% | +13.2% | +5.4% |
| YTD | +40.6% | -52.3% | +92.9% | +63.3% |
| 1Y | +45.0% | -54.5% | +99.5% | +70.2% |
| 3Y | +56.3% | -58.6% | +114.9% | +84.2% |
| 5Y | +152.2% | -61.5% | +213.7% | +197.5% |
| All | +167.2% | +71.3% | +95.9% | +139.8% |
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 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