+39.2%
XLK vs CG
-33.8%
+73.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | +0.2% | -9.9% | +10.1% | +2.8% |
| 30D | -0.6% | -11.7% | +11.0% | +2.3% |
| 3M | +2.6% | -4.3% | +6.8% | +3.3% |
| 6M | +34.0% | -8.8% | +42.7% | +36.3% |
| YTD | +30.7% | -26.9% | +57.5% | +40.1% |
| 1Y | +39.2% | -35.4% | +74.6% | +49.7% |
| All | +39.2% | -33.8% | +73.0% | +49.7% |
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