+44.8%
XLP vs CSGP
-57.8%
+102.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.7% | +2.9% |
| 7D | +5.9% | +18.3% | -12.4% | +4.0% |
| 30D | +13.5% | +17.8% | -4.3% | +11.4% |
| 3M | +8.4% | +9.3% | -0.9% | +7.1% |
| 6M | +11.5% | -7.9% | +19.5% | +11.4% |
| YTD | +20.6% | -51.5% | +72.2% | +27.0% |
| 1Y | +24.3% | -53.3% | +77.6% | +31.3% |
| All | +44.8% | -57.8% | +102.6% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling