+42.7%
XLP vs CSGP
-62.1%
+104.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | +3.5% | +13.9% | -10.4% | +1.8% |
| 30D | +11.6% | +16.0% | -4.4% | +9.3% |
| 3M | +7.6% | +6.1% | +1.6% | +6.5% |
| 6M | +10.0% | -8.2% | +18.2% | +10.3% |
| YTD | +19.7% | -52.3% | +72.1% | +28.9% |
| 1Y | +23.5% | -54.5% | +78.0% | +33.7% |
| 3Y | +44.0% | -58.6% | +102.5% | +55.8% |
| 5Y | +42.7% | -61.5% | +104.2% | +55.0% |
| All | +42.7% | -62.1% | +104.8% | +55.0% |
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