+1,127.6%
XLY vs CSGP
+2,148.0%
-1,020.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | -2.0% | -4.1% | +2.1% | -1.1% |
| 30D | -3.1% | +2.3% | -5.5% | -3.8% |
| 3M | -1.8% | -8.2% | +6.4% | -0.6% |
| 6M | -0.9% | -35.1% | +34.2% | +7.6% |
| YTD | -3.4% | -54.0% | +50.6% | +12.2% |
| 1Y | -1.5% | -65.3% | +63.8% | +21.2% |
| 3Y | +38.8% | -62.6% | +101.4% | +66.1% |
| 5Y | +30.5% | -64.8% | +95.3% | +56.4% |
| 10Y | +215.3% | +45.1% | +170.2% | +185.3% |
| All | +1,127.6% | +2,148.0% | -1,020.4% | +622.4% |
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