+599.5%
XYZ vs CSGP
+63.3%
+536.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.7% | +6.4% | +5.1% |
| 7D | +12.1% | +1.3% | +10.9% | +11.1% |
| 30D | +12.4% | +10.7% | +1.7% | +1.1% |
| 3M | +8.2% | +3.3% | +4.9% | +1.2% |
| 6M | +20.7% | -10.3% | +31.0% | +22.1% |
| YTD | +31.3% | -54.6% | +85.9% | +122.3% |
| 1Y | +20.5% | -54.6% | +75.2% | +103.0% |
| 3Y | +72.6% | -60.3% | +133.0% | +202.4% |
| 5Y | -64.0% | -63.3% | -0.7% | -31.8% |
| All | +599.5% | +63.3% | +536.2% | +434.4% |
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 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