+64.1%
XLI vs CSGP
-63.4%
+127.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +0.9% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | -3.1% | +10.7% | -13.8% | -5.5% |
| 3M | -11.7% | +3.3% | -15.0% | -13.1% |
| 6M | -7.6% | -10.3% | +2.8% | -6.9% |
| YTD | +5.7% | -54.6% | +60.3% | +24.0% |
| 1Y | +7.8% | -54.6% | +62.5% | +26.4% |
| 3Y | +67.4% | -60.3% | +127.7% | +98.6% |
| All | +64.1% | -63.4% | +127.5% | +99.5% |
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