+143.2%
XLU vs CSGP
+37.7%
+105.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.7% |
| 7D | +0.6% | -5.4% | +6.0% | +1.6% |
| 30D | -0.4% | -6.0% | +5.6% | +0.4% |
| 3M | -1.7% | -12.8% | +11.1% | +0.1% |
| 6M | -7.1% | -38.9% | +31.8% | +0.7% |
| YTD | +1.9% | -56.0% | +57.9% | +16.9% |
| 1Y | +6.1% | -66.4% | +72.6% | +28.3% |
| 3Y | +48.8% | -64.2% | +112.9% | +74.3% |
| 5Y | +43.8% | -67.0% | +110.8% | +69.0% |
| 10Y | +143.2% | +43.8% | +99.4% | +138.1% |
| All | +143.2% | +37.7% | +105.5% | +138.1% |
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