+42.4%
XLK vs CF
+65.9%
-23.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | +0.4% |
| 7D | +2.3% | -0.8% | +3.2% | +2.2% |
| 30D | +0.8% | +14.3% | -13.4% | +2.8% |
| 3M | +4.1% | +27.9% | -23.8% | +7.6% |
| 6M | +34.8% | +25.5% | +9.2% | +37.4% |
| YTD | +30.8% | +81.2% | -50.4% | +32.5% |
| 1Y | +42.4% | +66.5% | -24.2% | +46.4% |
| All | +42.4% | +65.9% | -23.6% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling