+587.7%
XYZ vs CSGP
+71.3%
+516.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.9% |
| 7D | +9.2% | +13.9% | -4.7% | -0.8% |
| 30D | +9.8% | +16.0% | -6.2% | -4.3% |
| 3M | -0.2% | +6.1% | -6.3% | -8.1% |
| 6M | +18.0% | -8.2% | +26.1% | +17.7% |
| YTD | +29.1% | -52.3% | +81.4% | +111.5% |
| 1Y | +14.1% | -54.5% | +68.6% | +93.1% |
| 3Y | +72.6% | -58.6% | +131.2% | +193.8% |
| 5Y | -64.6% | -61.5% | -3.1% | -35.1% |
| All | +587.7% | +71.3% | +516.4% | +408.4% |
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