+33.1%
XLV vs CSGP
-63.8%
+96.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | -2.6% | -5.1% | +2.5% | -1.9% |
| 30D | +0.9% | +0.3% | +0.5% | +0.8% |
| 3M | +10.0% | -9.1% | +19.1% | +11.0% |
| 6M | +10.4% | -37.3% | +47.7% | +17.0% |
| YTD | +8.9% | -54.9% | +63.8% | +21.0% |
| 1Y | +23.4% | -65.5% | +88.9% | +43.8% |
| 3Y | +33.1% | -63.3% | +96.3% | +50.9% |
| All | +33.1% | -63.8% | +96.9% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling