+145.7%
XLK vs CF
+222.3%
-76.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +2.3% | -0.9% | +3.2% | +2.4% |
| 30D | -0.1% | +18.1% | -18.1% | -1.1% |
| 3M | +2.1% | +23.4% | -21.2% | +0.5% |
| 6M | +37.2% | +17.1% | +20.1% | +34.3% |
| YTD | +30.8% | +76.2% | -45.4% | +21.8% |
| 1Y | +42.6% | +62.3% | -19.6% | +34.0% |
| 3Y | +121.8% | +71.8% | +50.0% | +104.1% |
| 5Y | +145.7% | +234.6% | -88.9% | +94.2% |
| All | +145.7% | +222.3% | -76.6% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling