+114.6%
SOXX vs CSGP
-66.3%
+180.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | -0.1% |
| 7D | +6.1% | -5.4% | +11.5% | +4.4% |
| 30D | +0.5% | -6.0% | +6.5% | -1.0% |
| 3M | -5.3% | -12.8% | +7.5% | -5.3% |
| 6M | +58.3% | -38.9% | +97.2% | +59.5% |
| YTD | +76.8% | -56.0% | +132.9% | +81.8% |
| 1Y | +114.6% | -66.4% | +181.0% | +119.3% |
| All | +114.6% | -66.3% | +180.9% | +119.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling