+34.1%
XLP vs CSGP
-64.7%
+98.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -1.0% | -4.1% | +3.0% | -0.5% |
| 30D | -0.9% | +2.3% | -3.2% | -1.2% |
| 3M | +3.8% | -8.2% | +12.0% | +4.5% |
| 6M | -1.7% | -35.1% | +33.3% | +2.5% |
| YTD | +10.3% | -54.0% | +64.3% | +19.5% |
| 1Y | +7.8% | -65.3% | +73.1% | +21.1% |
| 3Y | +27.2% | -62.6% | +89.8% | +39.8% |
| All | +34.1% | -64.7% | +98.8% | +43.4% |
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 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