-64.5%
CSGP vs SOXQ
+283.8%
-348.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.2% |
| YTD | -54.0% | +66.0% | -120.0% | -63.6% |
| 1Y | -65.3% | +107.9% | -173.2% | -75.1% |
| 3Y | -62.6% | +224.1% | -286.7% | -79.5% |
| 5Y | -64.8% | +256.6% | -321.4% | -81.8% |
| All | -64.5% | +283.8% | -348.2% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling