+44.6%
XLP vs CSGP
-61.6%
+106.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.7% | +2.9% |
| 7D | +5.9% | +18.3% | -12.4% | +3.7% |
| 30D | +13.5% | +17.8% | -4.3% | +11.0% |
| 3M | +8.4% | +9.3% | -0.9% | +6.9% |
| 6M | +11.5% | -7.9% | +19.5% | +11.8% |
| YTD | +20.6% | -51.5% | +72.2% | +29.6% |
| 1Y | +24.3% | -53.3% | +77.6% | +34.2% |
| 3Y | +45.1% | -57.9% | +103.0% | +56.7% |
| 5Y | +44.6% | -61.3% | +105.9% | +57.3% |
| All | +44.6% | -61.6% | +106.2% | +57.3% |
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