+788.5%
XLK vs CB
+225.8%
+562.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | -0.6% | -1.2% | +0.6% | -0.3% |
| 3M | +2.6% | +3.8% | -1.2% | +0.5% |
| 6M | +34.0% | +5.8% | +28.2% | +29.9% |
| YTD | +30.7% | +9.4% | +21.3% | +24.6% |
| 1Y | +39.2% | +20.7% | +18.5% | +27.4% |
| 3Y | +120.4% | +70.1% | +50.4% | +70.9% |
| 5Y | +148.8% | +101.4% | +47.4% | +77.0% |
| All | +788.5% | +225.8% | +562.7% | +410.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling