+94.2%
XLK vs CSGP
-60.4%
+154.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.1% | +1.7% |
| 7D | -8.2% | +1.3% | -9.5% | -8.3% |
| 30D | -18.2% | +10.7% | -28.9% | -19.3% |
| 3M | -11.0% | +3.3% | -14.3% | -11.9% |
| 6M | -2.9% | -10.3% | +7.4% | -2.0% |
| YTD | +14.8% | -54.6% | +69.4% | +34.4% |
| 1Y | +14.5% | -54.6% | +69.2% | +33.9% |
| 3Y | +94.2% | -60.3% | +154.5% | +129.2% |
| All | +94.2% | -60.4% | +154.6% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling