+20.7%
XLK vs CI
+21.2%
-0.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | +0.7% |
| 7D | -7.6% | +3.5% | -11.1% | -6.9% |
| 30D | -12.2% | +12.6% | -24.7% | -10.3% |
| 3M | -5.5% | +12.1% | -17.5% | -3.4% |
| 6M | +9.2% | +10.6% | -1.4% | +11.2% |
| YTD | +23.0% | +12.8% | +10.2% | +25.6% |
| 1Y | +20.7% | +18.0% | +2.7% | +24.5% |
| All | +20.7% | +21.2% | -0.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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