+70.8%
XLI vs CSGP
-63.3%
+134.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.4% |
| 7D | -1.5% | -3.2% | +1.6% | -1.0% |
| 30D | -0.3% | +2.2% | -2.5% | -1.3% |
| 3M | -8.4% | -3.7% | -4.7% | -8.6% |
| 6M | -2.1% | -7.4% | +5.4% | -2.1% |
| YTD | +9.6% | -54.9% | +64.5% | +28.8% |
| 1Y | +10.7% | -54.9% | +65.6% | +29.8% |
| 3Y | +71.6% | -61.9% | +133.5% | +105.9% |
| 5Y | +70.8% | -63.1% | +133.9% | +106.8% |
| All | +70.8% | -63.3% | +134.1% | +106.8% |
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