+120.7%
XLK vs CI
+4.5%
+116.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +2.3% | -1.1% | +3.4% | +2.3% |
| 30D | +0.8% | +0.5% | +0.4% | +0.9% |
| 3M | +4.1% | -5.2% | +9.2% | +3.9% |
| 6M | +34.8% | +4.3% | +30.4% | +34.8% |
| YTD | +30.8% | +2.8% | +28.0% | +30.9% |
| 1Y | +42.4% | -5.8% | +48.2% | +42.4% |
| All | +120.7% | +4.5% | +116.1% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling