+1,472.6%
XLK vs CB
+2,127.6%
-655.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | +0.7% | -3.1% | +3.8% | +1.7% |
| 3M | -2.9% | +9.0% | -11.9% | -6.3% |
| 6M | +34.3% | +2.9% | +31.4% | +31.7% |
| YTD | +30.4% | +10.1% | +20.3% | +24.8% |
| 1Y | +43.4% | +22.8% | +20.6% | +32.0% |
| 3Y | +116.8% | +73.8% | +43.0% | +75.4% |
| 5Y | +144.0% | +99.2% | +44.9% | +87.3% |
| 10Y | +778.8% | +218.2% | +560.5% | +462.4% |
| All | +1,472.6% | +2,127.6% | -655.0% | +446.2% |
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