+1,475.9%
XLK vs CAH
+1,007.3%
+468.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.2% | -5.1% | +5.3% | +1.7% |
| 30D | -0.6% | +0.2% | -0.8% | -0.8% |
| 3M | +2.6% | +6.3% | -3.7% | +0.5% |
| 6M | +34.0% | +9.4% | +24.6% | +29.7% |
| YTD | +30.7% | +15.0% | +15.7% | +24.3% |
| 1Y | +39.2% | +55.4% | -16.2% | +20.5% |
| 3Y | +120.4% | +173.8% | -53.4% | +59.6% |
| 5Y | +148.8% | +395.2% | -246.4% | +49.4% |
| 10Y | +803.3% | +293.2% | +510.1% | +443.8% |
| All | +1,475.9% | +1,007.3% | +468.6% | +585.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling