+148.7%
XLK vs CAH
+393.5%
-244.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.2% | -5.1% | +5.3% | +1.0% |
| 30D | -0.6% | +0.2% | -0.8% | -0.7% |
| 3M | +2.6% | +6.3% | -3.7% | +1.3% |
| 6M | +34.0% | +9.4% | +24.6% | +31.7% |
| YTD | +30.7% | +15.0% | +15.7% | +26.9% |
| 1Y | +39.2% | +55.4% | -16.2% | +25.9% |
| 3Y | +120.4% | +173.8% | -53.4% | +69.7% |
| All | +148.7% | +393.5% | -244.8% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling