+1.4%
CRM vs XLK
+38.8%
-37.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | +28.1% | -0.6% | +28.8% | +28.0% |
| 3M | +48.8% | +2.6% | +46.3% | +47.6% |
| 6M | +28.3% | +34.0% | -5.7% | +12.5% |
| YTD | -6.0% | +30.7% | -36.7% | -15.9% |
| 1Y | +1.4% | +39.2% | -37.8% | -13.6% |
| All | +1.4% | +38.8% | -37.4% | -13.6% |
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