+218.0%
XLE vs CSGP
-64.7%
+282.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.6% |
| 7D | +2.2% | -4.1% | +6.3% | +2.7% |
| 30D | +11.8% | +2.3% | +9.5% | +11.3% |
| 3M | +9.8% | -8.2% | +18.0% | +10.7% |
| 6M | +15.6% | -35.1% | +50.6% | +21.9% |
| YTD | +45.3% | -54.0% | +99.3% | +60.3% |
| 1Y | +48.3% | -65.3% | +113.6% | +71.1% |
| 3Y | +55.4% | -62.6% | +118.0% | +74.9% |
| All | +218.0% | -64.7% | +282.7% | +287.3% |
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