+146.6%
XLK vs CB
+98.0%
+48.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.3% | -0.5% | +2.9% | +2.4% |
| 30D | +0.8% | -3.1% | +3.9% | +1.2% |
| 3M | +4.1% | +4.2% | -0.1% | +2.8% |
| 6M | +34.8% | +4.7% | +30.0% | +32.6% |
| YTD | +30.8% | +8.8% | +22.0% | +27.2% |
| 1Y | +42.4% | +22.6% | +19.7% | +33.5% |
| 3Y | +121.8% | +70.6% | +51.2% | +78.7% |
| 5Y | +146.6% | +99.4% | +47.2% | +84.3% |
| All | +146.6% | +98.0% | +48.6% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling