+175.4%
XLV vs CSGP
+37.7%
+137.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.2% |
| 7D | -3.7% | -5.4% | +1.7% | -2.5% |
| 30D | -1.1% | -6.0% | +4.9% | +0.1% |
| 3M | +8.2% | -12.8% | +21.1% | +11.1% |
| 6M | +8.9% | -38.9% | +47.8% | +20.9% |
| YTD | +8.5% | -56.0% | +64.5% | +29.2% |
| 1Y | +22.3% | -66.4% | +88.7% | +55.4% |
| 3Y | +32.6% | -64.2% | +96.8% | +62.3% |
| 5Y | +34.4% | -67.0% | +101.4% | +64.4% |
| 10Y | +175.4% | +43.8% | +131.6% | +131.1% |
| All | +175.4% | +37.7% | +137.7% | +131.1% |
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