+58.0%
XLF vs CSGP
-63.4%
+121.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | +1.2% | -6.1% | +7.3% | +2.6% |
| 30D | +6.2% | +0.3% | +5.9% | +5.5% |
| 3M | +0.9% | -1.3% | +2.2% | +0.2% |
| 6M | +13.6% | -8.9% | +22.6% | +14.4% |
| YTD | +7.6% | -55.2% | +62.8% | +27.6% |
| 1Y | +10.2% | -56.4% | +66.6% | +31.4% |
| 3Y | +79.8% | -62.2% | +142.0% | +117.7% |
| 5Y | +58.0% | -63.7% | +121.7% | +93.4% |
| All | +58.0% | -63.4% | +121.4% | +93.4% |
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