+163.9%
XLE vs CSGP
+72.5%
+91.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | 0.0% |
| 7D | -7.9% | -1.8% | -6.1% | -7.6% |
| 30D | -4.8% | +5.3% | -10.1% | -6.6% |
| 3M | +8.4% | +3.3% | +5.1% | +6.3% |
| 6M | +12.7% | -4.7% | +17.3% | +12.0% |
| YTD | +41.3% | -53.5% | +94.8% | +64.9% |
| 1Y | +42.3% | -53.7% | +96.0% | +66.1% |
| 3Y | +65.1% | -59.7% | +124.8% | +95.6% |
| 5Y | +150.2% | -62.5% | +212.7% | +196.6% |
| 10Y | +163.9% | +67.3% | +96.7% | +139.5% |
| All | +163.9% | +72.5% | +91.4% | +139.5% |
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