+153.5%
XLU vs CSGP
+72.5%
+80.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +1.2% |
| 7D | +0.3% | -1.8% | +2.1% | +0.6% |
| 30D | +5.7% | +5.3% | +0.5% | +4.4% |
| 3M | +1.2% | +3.3% | -2.2% | -0.2% |
| 6M | -0.7% | -4.7% | +3.9% | -1.1% |
| YTD | +4.7% | -53.5% | +58.3% | +18.4% |
| 1Y | +0.4% | -53.7% | +54.2% | +13.5% |
| 3Y | +59.6% | -59.7% | +119.4% | +82.1% |
| 5Y | +52.9% | -62.5% | +115.4% | +74.4% |
| 10Y | +153.5% | +67.3% | +86.2% | +148.7% |
| All | +153.5% | +72.5% | +80.9% | +148.7% |
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