+14.7%
XLF vs CSGP
-53.2%
+67.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +3.1% |
| 7D | +5.5% | +18.3% | -12.8% | +3.8% |
| 30D | +9.9% | +17.8% | -7.9% | +7.8% |
| 3M | +2.6% | +9.3% | -6.6% | +1.4% |
| 6M | +15.6% | -7.9% | +23.5% | +15.8% |
| YTD | +9.4% | -51.5% | +61.0% | +16.9% |
| 1Y | +14.7% | -53.3% | +68.0% | +23.8% |
| All | +14.7% | -53.2% | +67.9% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling