+925.7%
XLV vs CSGP
+2,148.0%
-1,222.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | +0.2% | -4.1% | +4.2% | +0.8% |
| 30D | +4.4% | +2.3% | +2.1% | +3.9% |
| 3M | +13.2% | -8.2% | +21.4% | +14.4% |
| 6M | +10.1% | -35.1% | +45.2% | +17.2% |
| YTD | +11.7% | -54.0% | +65.7% | +24.9% |
| 1Y | +26.9% | -65.3% | +92.2% | +48.3% |
| 3Y | +35.0% | -62.6% | +97.5% | +53.9% |
| 5Y | +35.9% | -64.8% | +100.7% | +53.9% |
| 10Y | +179.0% | +45.1% | +133.9% | +152.1% |
| All | +925.7% | +2,148.0% | -1,222.3% | +526.8% |
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