+37.4%
XLK vs CI
-5.7%
+43.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.3% |
| 7D | -0.4% | -1.3% | +0.9% | -0.5% |
| 30D | -0.5% | +3.1% | -3.6% | -0.2% |
| 3M | +5.0% | -4.5% | +9.5% | +4.9% |
| 6M | +32.9% | +8.3% | +24.6% | +32.6% |
| YTD | +29.0% | +3.8% | +25.2% | +29.0% |
| All | +37.4% | -5.7% | +43.0% | +38.2% |
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