+174.3%
XLE vs CSGP
+45.2%
+129.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.3% |
| 7D | +2.2% | -4.1% | +6.3% | +3.1% |
| 30D | +11.8% | +2.3% | +9.5% | +10.8% |
| 3M | +9.8% | -8.2% | +18.0% | +11.2% |
| 6M | +15.6% | -35.1% | +50.6% | +26.6% |
| YTD | +45.3% | -54.0% | +99.3% | +71.7% |
| 1Y | +48.3% | -65.3% | +113.6% | +88.2% |
| 3Y | +55.4% | -62.6% | +118.0% | +89.4% |
| 5Y | +216.1% | -64.8% | +280.9% | +285.4% |
| All | +174.3% | +45.2% | +129.0% | +138.9% |
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