+19.4%
XLK vs CSGP
-54.8%
+74.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -1.7% |
| 7D | +3.4% | +1.3% | +2.0% | +3.5% |
| 30D | -10.6% | +2.8% | -13.4% | -10.0% |
| 3M | -10.6% | -6.3% | -4.3% | -10.5% |
| 6M | -3.5% | -3.2% | -0.3% | -2.4% |
| YTD | +18.7% | -54.0% | +72.7% | +27.5% |
| 1Y | +19.4% | -54.8% | +74.3% | +28.7% |
| All | +19.4% | -54.8% | +74.2% | +28.7% |
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