+127.5%
XLP vs CSGP
+71.3%
+56.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | +3.5% | +13.9% | -10.4% | +1.3% |
| 30D | +11.6% | +16.0% | -4.4% | +8.6% |
| 3M | +7.6% | +6.1% | +1.6% | +6.1% |
| 6M | +10.0% | -8.2% | +18.2% | +10.5% |
| YTD | +19.7% | -52.3% | +72.1% | +32.5% |
| 1Y | +23.5% | -54.5% | +78.0% | +37.6% |
| 3Y | +44.0% | -58.6% | +102.5% | +60.4% |
| 5Y | +42.7% | -61.5% | +104.2% | +58.5% |
| All | +127.5% | +71.3% | +56.2% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling