+1,472.6%
XLK vs CSGP
+2,148.0%
-675.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.3% |
| 7D | +0.9% | -4.1% | +4.9% | +1.9% |
| 30D | +0.7% | +2.3% | -1.6% | -0.2% |
| 3M | -2.9% | -8.2% | +5.2% | -2.2% |
| 6M | +34.3% | -35.1% | +69.3% | +47.0% |
| YTD | +30.4% | -54.0% | +84.4% | +54.6% |
| 1Y | +43.4% | -65.3% | +108.7% | +82.1% |
| 3Y | +116.8% | -62.6% | +179.4% | +165.9% |
| 5Y | +144.0% | -64.8% | +208.8% | +199.6% |
| 10Y | +778.8% | +45.1% | +733.7% | +668.9% |
| All | +1,472.6% | +2,148.0% | -675.4% | +620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling