+257.3%
SOXX vs CSGP
-66.6%
+323.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.3% |
| 7D | +6.1% | -5.4% | +11.5% | +7.5% |
| 30D | +0.5% | -6.0% | +6.5% | +1.6% |
| 3M | -5.3% | -12.8% | +7.5% | -3.2% |
| 6M | +58.3% | -38.9% | +97.2% | +83.3% |
| YTD | +76.8% | -56.0% | +132.9% | +131.4% |
| 1Y | +114.6% | -66.4% | +181.0% | +216.2% |
| 3Y | +229.6% | -64.2% | +293.8% | +355.1% |
| 5Y | +257.3% | -67.0% | +324.3% | +355.9% |
| All | +257.3% | -66.6% | +323.9% | +355.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling