+44.7%
XLU vs CSGP
-65.4%
+110.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | +2.1% | -5.1% | +7.2% | +2.7% |
| 30D | -0.4% | +0.3% | -0.7% | -0.6% |
| 3M | +0.5% | -9.1% | +9.6% | +1.3% |
| 6M | -5.8% | -37.3% | +31.5% | -0.6% |
| YTD | +3.1% | -54.9% | +58.0% | +13.6% |
| 1Y | +8.1% | -65.5% | +73.7% | +24.2% |
| 3Y | +50.5% | -63.3% | +113.8% | +68.6% |
| 5Y | +44.7% | -65.8% | +110.5% | +59.3% |
| All | +44.7% | -65.4% | +110.1% | +59.3% |
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