+1,031.6%
XLI vs CSGP
+2,230.9%
-1,199.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.8% |
| 7D | -4.5% | +13.9% | -18.4% | -6.9% |
| 30D | -5.3% | +16.0% | -21.3% | -8.5% |
| 3M | -12.6% | +6.1% | -18.7% | -14.4% |
| 6M | -5.3% | -8.2% | +2.9% | -5.3% |
| YTD | +5.6% | -52.3% | +57.9% | +18.8% |
| 1Y | +7.3% | -54.5% | +61.8% | +21.6% |
| 3Y | +66.7% | -58.6% | +125.3% | +90.2% |
| 5Y | +64.6% | -61.5% | +126.1% | +87.4% |
| 10Y | +240.8% | +74.7% | +166.1% | +190.7% |
| All | +1,031.6% | +2,230.9% | -1,199.4% | +567.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling