+83.9%
XLI vs CSGP
-64.7%
+148.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | -1.1% | -4.1% | +3.0% | -0.3% |
| 30D | -5.9% | +2.3% | -8.3% | -6.6% |
| 3M | -0.3% | -8.2% | +7.9% | +0.8% |
| 6M | +0.1% | -35.1% | +35.2% | +9.1% |
| YTD | +13.6% | -54.0% | +67.6% | +33.7% |
| 1Y | +17.2% | -65.3% | +82.5% | +48.3% |
| 3Y | +68.2% | -62.6% | +130.8% | +104.0% |
| All | +83.9% | -64.7% | +148.6% | +113.7% |
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