+1,021.9%
XLE vs CSGP
+2,269.5%
-1,247.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.0% | -8.8% | -5.4% |
| 7D | -7.2% | +18.3% | -25.5% | -9.9% |
| 30D | +0.1% | +17.8% | -17.7% | -3.2% |
| 3M | +9.2% | +9.3% | -0.1% | +6.6% |
| 6M | +8.4% | -7.9% | +16.3% | +8.5% |
| YTD | +44.9% | -51.5% | +96.4% | +60.4% |
| 1Y | +49.9% | -53.3% | +103.2% | +66.8% |
| 3Y | +61.1% | -57.9% | +119.0% | +80.5% |
| 5Y | +163.4% | -61.3% | +224.7% | +193.4% |
| 10Y | +181.4% | +77.5% | +103.8% | +142.5% |
| All | +1,021.9% | +2,269.5% | -1,247.6% | +643.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling