+60.5%
SOXS vs CSGP
+2.2%
+58.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.7% | -8.0% | -7.4% |
| 7D | +36.2% | +1.3% | +35.0% | +34.8% |
| 30D | +131.5% | +10.7% | +120.8% | +115.2% |
| 3M | +60.5% | +3.3% | +57.2% | +61.9% |
| All | +60.5% | +2.2% | +58.3% | +61.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling