-3.1%
XLY vs CSGP
-66.6%
+63.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.9% | -6.9% | +3.0% | -3.2% |
| 30D | -6.1% | -5.2% | -0.9% | -5.6% |
| 3M | -1.2% | -13.8% | +12.7% | -0.2% |
| 6M | -1.8% | -36.3% | +34.6% | +2.4% |
| YTD | -5.9% | -56.1% | +50.3% | +2.0% |
| 1Y | -3.1% | -65.8% | +62.7% | +7.2% |
| All | -3.1% | -66.6% | +63.5% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling