+51.8%
XLY vs CSGP
-60.9%
+112.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | +2.0% | +1.3% | +0.7% | +1.8% |
| 30D | +7.6% | +2.8% | +4.8% | +6.5% |
| 3M | +1.5% | -6.3% | +7.8% | +2.1% |
| 6M | +1.5% | -3.2% | +4.6% | +0.8% |
| YTD | +1.1% | -54.0% | +55.1% | +19.0% |
| 1Y | +4.3% | -54.8% | +59.1% | +23.3% |
| 3Y | +51.8% | -60.6% | +112.3% | +80.5% |
| All | +51.8% | -60.9% | +112.7% | +80.5% |
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