+43.4%
XLK vs CG
-24.3%
+67.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | +0.9% | -4.3% | +5.2% | +2.0% |
| 30D | +0.7% | -5.1% | +5.8% | +2.0% |
| 3M | -2.9% | +8.7% | -11.6% | -5.3% |
| 6M | +34.3% | -9.2% | +43.5% | +36.6% |
| YTD | +30.4% | -18.9% | +49.3% | +36.3% |
| 1Y | +43.4% | -25.6% | +69.0% | +50.8% |
| All | +43.4% | -24.3% | +67.6% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling