+80.3%
XLF vs CSGP
-61.7%
+142.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.0% |
| 7D | +1.9% | -3.2% | +5.1% | +2.4% |
| 30D | +6.5% | +2.2% | +4.3% | +5.7% |
| 3M | +1.2% | -3.7% | +4.8% | +1.2% |
| 6M | +14.6% | -7.4% | +22.0% | +14.9% |
| YTD | +7.7% | -54.9% | +62.6% | +23.7% |
| 1Y | +11.8% | -54.9% | +66.7% | +28.2% |
| All | +80.3% | -61.7% | +142.1% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling