+719.7%
XLK vs CL
+88.0%
+631.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.5% |
| 7D | +3.4% | +3.2% | +0.1% | +2.5% |
| 30D | -10.6% | +8.0% | -18.6% | -12.7% |
| 3M | -10.6% | +7.9% | -18.5% | -12.8% |
| 6M | -3.5% | +14.7% | -18.2% | -8.3% |
| YTD | +18.7% | +29.2% | -10.5% | +7.5% |
| 1Y | +19.4% | +29.5% | -10.1% | +7.8% |
| 3Y | +94.5% | +40.7% | +53.8% | +62.0% |
| 5Y | +111.2% | +43.9% | +67.4% | +71.5% |
| All | +719.7% | +88.0% | +631.6% | +487.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling