+121.6%
XLK vs CF
+77.0%
+44.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.7% |
| 7D | +0.9% | +6.0% | -5.2% | +0.9% |
| 30D | +0.7% | +14.8% | -14.1% | +0.7% |
| 3M | -2.9% | +14.1% | -17.0% | -3.0% |
| 6M | +34.3% | +28.5% | +5.7% | +31.5% |
| YTD | +30.4% | +74.9% | -44.5% | +23.3% |
| 1Y | +43.4% | +61.7% | -18.3% | +36.7% |
| All | +121.6% | +77.0% | +44.6% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling