+215.2%
XLY vs CSGP
+48.9%
+166.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.2% |
| 7D | -1.7% | -1.5% | -0.2% | -1.2% |
| 30D | -4.2% | -0.1% | -4.1% | -4.4% |
| 3M | -2.7% | -6.7% | +4.0% | -1.3% |
| 6M | -0.6% | -32.8% | +32.2% | +12.5% |
| YTD | -5.0% | -54.7% | +49.7% | +22.5% |
| 1Y | -4.1% | -65.0% | +60.9% | +35.9% |
| 3Y | +33.6% | -63.0% | +96.6% | +80.1% |
| 5Y | +28.7% | -66.2% | +94.9% | +73.2% |
| All | +215.2% | +48.9% | +166.3% | +173.1% |
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