+120.4%
XLK vs CAH
+176.8%
-56.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +0.2% | -5.1% | +5.3% | +0.4% |
| 30D | -0.6% | +0.2% | -0.8% | -0.6% |
| 3M | +2.6% | +6.3% | -3.7% | +2.1% |
| 6M | +34.0% | +9.4% | +24.6% | +33.3% |
| YTD | +30.7% | +15.0% | +15.7% | +29.3% |
| 1Y | +39.2% | +55.4% | -16.2% | +32.4% |
| 3Y | +120.4% | +173.8% | -53.4% | +94.0% |
| All | +120.4% | +176.8% | -56.4% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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