+1,027.9%
XLV vs CSGP
+2,089.1%
-1,061.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +1.6% | -6.1% | +7.7% | +2.6% |
| 30D | +10.7% | +0.3% | +10.4% | +10.2% |
| 3M | +11.9% | -1.3% | +13.2% | +11.5% |
| 6M | +29.8% | -8.9% | +38.8% | +30.5% |
| YTD | +22.8% | -55.2% | +78.1% | +37.2% |
| 1Y | +25.0% | -56.4% | +81.4% | +40.1% |
| 3Y | +56.4% | -62.2% | +118.6% | +77.3% |
| 5Y | +52.3% | -63.7% | +115.9% | +70.9% |
| 10Y | +215.0% | +61.7% | +153.3% | +179.1% |
| All | +1,027.9% | +2,089.1% | -1,061.1% | +588.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling