-68.9%
XYZ vs CSGP
-64.7%
-4.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +1.0% |
| 7D | -1.0% | -4.1% | +3.1% | +1.8% |
| 30D | -1.7% | +2.3% | -4.0% | -4.1% |
| 3M | +16.7% | -8.2% | +24.9% | +21.0% |
| 6M | +26.9% | -35.1% | +61.9% | +69.4% |
| YTD | +27.1% | -54.0% | +81.2% | +117.5% |
| 1Y | +9.3% | -65.3% | +74.6% | +135.0% |
| 3Y | +42.3% | -62.6% | +104.8% | +166.6% |
| All | -68.9% | -64.7% | -4.2% | -48.9% |
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