+16.2%
XLK vs CSGP
-53.7%
+70.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +4.0% |
| 7D | -1.9% | -1.8% | -0.1% | -2.1% |
| 30D | -14.0% | +5.3% | -19.3% | -13.3% |
| 3M | -9.0% | +3.3% | -12.3% | -8.2% |
| 6M | -2.4% | -4.7% | +2.3% | -1.1% |
| YTD | +19.1% | -53.5% | +72.7% | +27.7% |
| All | +16.2% | -53.7% | +70.0% | +24.9% |
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 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