+1,033.0%
XLI vs CSGP
+2,121.8%
-1,088.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +1.0% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | -3.1% | +10.7% | -13.8% | -5.6% |
| 3M | -11.7% | +3.3% | -15.0% | -13.1% |
| 6M | -7.6% | -10.3% | +2.8% | -7.2% |
| YTD | +5.7% | -54.6% | +60.3% | +20.0% |
| 1Y | +7.8% | -54.6% | +62.5% | +22.3% |
| 3Y | +67.4% | -60.3% | +127.7% | +92.4% |
| 5Y | +64.8% | -63.3% | +128.1% | +89.2% |
| 10Y | +241.2% | +66.5% | +174.7% | +193.6% |
| All | +1,033.0% | +2,121.8% | -1,088.9% | +573.8% |
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 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