-64.8%
CSGP vs SOXQ
+254.8%
-319.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -3.2% |
| 7D | -4.1% | +2.3% | -6.4% | -4.6% |
| 30D | +2.3% | -2.3% | +4.6% | +2.6% |
| 3M | -8.2% | -13.8% | +5.6% | -7.1% |
| 6M | -35.1% | +48.6% | -83.7% | -46.4% |
| YTD | -54.0% | +66.0% | -120.0% | -63.8% |
| 1Y | -65.3% | +107.9% | -173.2% | -75.3% |
| 3Y | -62.6% | +224.1% | -286.7% | -79.7% |
| All | -64.8% | +254.8% | -319.5% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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