+228.0%
XLI vs CSGP
+61.5%
+166.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.6% |
| 7D | -1.5% | -3.2% | +1.6% | -0.8% |
| 30D | -0.3% | +2.2% | -2.5% | -1.7% |
| 3M | -8.4% | -3.7% | -4.7% | -8.7% |
| 6M | -2.1% | -7.4% | +5.4% | -2.3% |
| YTD | +9.6% | -54.9% | +64.5% | +32.6% |
| 1Y | +10.7% | -54.9% | +65.6% | +33.6% |
| 3Y | +71.6% | -61.9% | +133.5% | +112.7% |
| 5Y | +70.8% | -63.1% | +133.9% | +108.2% |
| 10Y | +228.0% | +65.1% | +162.8% | +174.9% |
| All | +228.0% | +61.5% | +166.5% | +174.9% |
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