+243.8%
XLF vs CSGP
+63.3%
+180.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +0.7% |
| 7D | +1.2% | +1.3% | -0.1% | +0.8% |
| 30D | +6.3% | +10.7% | -4.3% | +2.5% |
| 3M | -0.8% | +3.3% | -4.1% | -3.0% |
| 6M | +11.0% | -10.3% | +21.4% | +12.3% |
| YTD | +5.6% | -54.6% | +60.2% | +29.3% |
| 1Y | +10.8% | -54.6% | +65.4% | +35.4% |
| 3Y | +77.8% | -60.3% | +138.1% | +120.5% |
| 5Y | +55.6% | -63.3% | +118.9% | +92.8% |
| All | +243.8% | +63.3% | +180.5% | +190.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling