+719.7%
XLK vs CSGP
+65.8%
+653.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.9% |
| 7D | +3.4% | +1.3% | +2.0% | +2.9% |
| 30D | -10.6% | +2.8% | -13.4% | -12.8% |
| 3M | -10.6% | -6.3% | -4.3% | -10.6% |
| 6M | -3.5% | -3.2% | -0.3% | -6.4% |
| YTD | +18.7% | -54.0% | +72.7% | +52.4% |
| 1Y | +19.4% | -54.8% | +74.3% | +54.2% |
| 3Y | +94.5% | -60.6% | +155.0% | +155.9% |
| 5Y | +111.2% | -62.6% | +173.8% | +175.8% |
| All | +719.7% | +65.8% | +653.8% | +496.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling