-64.6%
XYZ vs CSGP
-61.6%
-3.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.0% | +11.3% | +12.6% |
| 7D | +16.5% | +18.3% | -1.8% | +4.1% |
| 30D | +15.0% | +17.8% | -2.8% | +0.3% |
| 3M | +3.5% | +9.3% | -5.7% | -5.8% |
| 6M | +21.9% | -7.9% | +29.8% | +22.3% |
| YTD | +34.6% | -51.5% | +86.2% | +117.7% |
| 1Y | +20.7% | -53.3% | +74.1% | +100.3% |
| 3Y | +80.0% | -57.9% | +137.9% | +196.7% |
| 5Y | -64.6% | -61.3% | -3.3% | -39.7% |
| All | -64.6% | -61.6% | -3.0% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling