+67.4%
XLF vs CSGP
-64.7%
+132.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | 0.0% | -4.1% | +4.1% | +0.9% |
| 30D | +0.2% | +2.3% | -2.1% | -0.6% |
| 3M | +11.7% | -8.2% | +19.9% | +13.2% |
| 6M | +13.8% | -35.1% | +48.9% | +24.8% |
| YTD | +7.0% | -54.0% | +61.0% | +26.9% |
| 1Y | +9.1% | -65.3% | +74.4% | +39.1% |
| 3Y | +75.6% | -62.6% | +138.2% | +114.5% |
| All | +67.4% | -64.7% | +132.1% | +98.9% |
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 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