+77.0%
XYZ vs CSGP
-57.8%
+134.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.0% | +11.3% | +13.8% |
| 7D | +16.5% | +18.3% | -1.8% | +9.4% |
| 30D | +15.0% | +17.8% | -2.8% | +6.6% |
| 3M | +3.5% | +9.3% | -5.7% | -1.5% |
| 6M | +21.9% | -7.9% | +29.8% | +23.2% |
| YTD | +34.6% | -51.5% | +86.2% | +81.9% |
| 1Y | +20.7% | -53.3% | +74.1% | +65.9% |
| All | +77.0% | -57.8% | +134.8% | +153.1% |
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