+2,064.8%
XLK vs CF
+5,489.8%
-3,424.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.1% |
| 7D | -1.2% | +10.4% | -11.6% | -3.2% |
| 30D | -11.2% | +7.6% | -18.8% | -12.7% |
| 3M | -6.2% | +5.2% | -11.4% | -7.7% |
| 6M | -1.7% | -0.1% | -1.7% | -2.9% |
| YTD | +21.5% | +61.7% | -40.1% | +6.9% |
| 1Y | +19.6% | +50.3% | -30.7% | +6.7% |
| 3Y | +97.9% | +66.0% | +32.0% | +69.7% |
| 5Y | +118.9% | +114.5% | +4.4% | +70.8% |
| 10Y | +726.5% | +471.5% | +255.0% | +387.4% |
| All | +2,064.8% | +5,489.8% | -3,424.9% | +602.2% |
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 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