+782.1%
XLK vs CSGP
+41.1%
+741.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +1.0% |
| 7D | +2.3% | -5.1% | +7.4% | +4.2% |
| 30D | -0.1% | +0.3% | -0.4% | -0.8% |
| 3M | +2.1% | -9.1% | +11.3% | +3.7% |
| 6M | +37.2% | -37.3% | +74.5% | +60.0% |
| YTD | +30.8% | -54.9% | +85.7% | +72.1% |
| 1Y | +42.6% | -65.5% | +108.2% | +109.4% |
| 3Y | +121.8% | -63.3% | +185.1% | +205.4% |
| 5Y | +145.7% | -65.8% | +211.5% | +237.6% |
| 10Y | +782.1% | +40.1% | +742.0% | +597.1% |
| All | +782.1% | +41.1% | +741.0% | +597.1% |
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