+1,360.8%
XLK vs CB
+2,331.7%
-970.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -11.5% | +7.4% | -18.9% | -13.6% |
| 3M | -7.9% | +8.6% | -16.5% | -10.5% |
| 6M | -0.6% | +16.1% | -16.7% | -6.2% |
| YTD | +21.1% | +20.2% | +0.9% | +12.5% |
| 1Y | +18.8% | +27.2% | -8.4% | +8.2% |
| 3Y | +97.3% | +72.7% | +24.6% | +60.0% |
| 5Y | +115.5% | +105.9% | +9.6% | +63.6% |
| 10Y | +723.7% | +248.1% | +475.7% | +411.5% |
| All | +1,360.8% | +2,331.7% | -970.8% | +392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling