+533.2%
XYZ vs CSGP
+47.7%
+485.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +1.0% |
| 7D | -1.0% | -4.1% | +3.1% | +2.0% |
| 30D | -1.7% | +2.3% | -4.0% | -4.2% |
| 3M | +16.7% | -8.2% | +24.9% | +21.0% |
| 6M | +26.9% | -35.1% | +61.9% | +69.0% |
| YTD | +27.1% | -54.0% | +81.2% | +115.9% |
| 1Y | +9.3% | -65.3% | +74.6% | +130.4% |
| 3Y | +42.3% | -62.6% | +104.8% | +166.8% |
| 5Y | -69.3% | -64.8% | -4.5% | -39.4% |
| 10Y | +586.8% | +45.1% | +541.7% | +479.3% |
| All | +533.2% | +47.7% | +485.5% | +406.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling