+149.9%
XLE vs CSGP
-63.4%
+213.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +0.5% |
| 7D | -12.0% | +1.3% | -13.3% | -12.2% |
| 30D | -2.7% | +10.7% | -13.4% | -4.4% |
| 3M | +6.6% | +3.3% | +3.3% | +5.4% |
| 6M | +9.5% | -10.3% | +19.9% | +10.1% |
| YTD | +40.6% | -54.6% | +95.1% | +54.4% |
| 1Y | +43.6% | -54.6% | +98.2% | +57.7% |
| 3Y | +58.1% | -60.3% | +118.4% | +75.7% |
| All | +149.9% | -63.4% | +213.3% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling