+54.8%
XLF vs CSGP
-63.4%
+118.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +0.4% |
| 7D | +1.2% | +1.3% | -0.1% | +0.9% |
| 30D | +6.3% | +10.7% | -4.3% | +3.3% |
| 3M | -0.8% | +3.3% | -4.1% | -2.4% |
| 6M | +11.0% | -10.3% | +21.4% | +12.2% |
| YTD | +5.6% | -54.6% | +60.2% | +24.9% |
| 1Y | +10.8% | -54.6% | +65.4% | +30.8% |
| 3Y | +77.8% | -60.3% | +138.1% | +112.4% |
| All | +54.8% | -63.4% | +118.2% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling