+32.9%
XLV vs CSGP
-53.2%
+86.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -1.0% | +2.7% |
| 7D | +5.5% | +18.3% | -12.8% | +3.9% |
| 30D | +13.3% | +17.8% | -4.5% | +11.3% |
| 3M | +17.4% | +9.3% | +8.2% | +16.3% |
| 6M | +32.1% | -7.9% | +40.0% | +31.4% |
| YTD | +24.0% | -51.5% | +75.6% | +26.6% |
| 1Y | +32.9% | -53.3% | +86.2% | +37.3% |
| All | +32.9% | -53.2% | +86.1% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling