+103.5%
XLK vs CF
+120.6%
-17.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -8.2% | -3.2% | -5.1% | -8.1% |
| 30D | -18.2% | +4.3% | -22.5% | -18.4% |
| 3M | -11.0% | +2.8% | -13.8% | -11.3% |
| 6M | -2.9% | +0.6% | -3.5% | -3.3% |
| YTD | +14.8% | +56.6% | -41.8% | +7.6% |
| 1Y | +14.5% | +49.6% | -35.1% | +7.9% |
| 3Y | +94.2% | +61.5% | +32.7% | +78.8% |
| All | +103.5% | +120.6% | -17.0% | +72.7% |
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