-11.2%
CRM vs XLK
+11.2%
-22.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | -1.0% |
| 7D | -3.7% | -14.0% | +10.3% | -1.8% |
| 30D | -1.1% | -19.6% | +18.5% | +1.7% |
| 3M | +15.5% | -12.6% | +28.0% | +17.1% |
| 6M | +19.5% | -1.7% | +21.2% | +15.8% |
| YTD | -15.5% | +13.2% | -28.7% | -21.9% |
| 1Y | -11.2% | +10.6% | -21.9% | -16.8% |
| All | -11.2% | +11.2% | -22.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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