+719.7%
XLK vs CF
+479.1%
+240.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +3.4% | +4.8% | -1.4% | +2.6% |
| 30D | -10.6% | +4.7% | -15.3% | -11.4% |
| 3M | -10.6% | +7.4% | -18.1% | -12.1% |
| 6M | -3.5% | +0.6% | -4.1% | -4.4% |
| YTD | +18.7% | +64.1% | -45.4% | +4.7% |
| 1Y | +19.4% | +51.4% | -32.0% | +7.0% |
| 3Y | +94.5% | +67.8% | +26.7% | +67.1% |
| 5Y | +111.2% | +114.1% | -2.9% | +63.2% |
| All | +719.7% | +479.1% | +240.6% | +394.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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