+9.1%
XLF vs CSGP
-64.9%
+74.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | 0.0% | -4.1% | +4.1% | +0.4% |
| 30D | +0.2% | +2.3% | -2.1% | -0.2% |
| 3M | +11.7% | -8.2% | +19.9% | +12.4% |
| 6M | +13.8% | -35.1% | +48.9% | +18.9% |
| YTD | +7.0% | -54.0% | +61.0% | +16.4% |
| 1Y | +9.1% | -65.3% | +74.4% | +23.1% |
| All | +9.1% | -64.9% | +74.1% | +23.1% |
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