+1,997.2%
XLK vs CF
+5,449.8%
-3,452.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -1.6% |
| 7D | -4.3% | +4.8% | -9.1% | -5.3% |
| 30D | -15.0% | +9.7% | -24.7% | -16.8% |
| 3M | -9.2% | +1.2% | -10.5% | -10.0% |
| 6M | -3.5% | +7.4% | -10.9% | -6.1% |
| YTD | +17.7% | +60.5% | -42.8% | +3.7% |
| 1Y | +14.9% | +50.7% | -35.8% | +2.4% |
| 3Y | +91.8% | +64.8% | +27.0% | +64.6% |
| 5Y | +113.1% | +115.8% | -2.7% | +65.9% |
| 10Y | +703.1% | +481.0% | +222.1% | +371.8% |
| All | +1,997.2% | +5,449.8% | -3,452.7% | +581.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling