+145.7%
XLK vs CL
+30.0%
+115.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.3% | -1.4% | +3.7% | +2.3% |
| 30D | -0.1% | -5.2% | +5.2% | 0.0% |
| 3M | +2.1% | +3.3% | -1.2% | +1.8% |
| 6M | +37.2% | -4.4% | +41.5% | +37.3% |
| YTD | +30.8% | +13.9% | +16.9% | +28.9% |
| 1Y | +42.6% | +7.6% | +35.0% | +41.6% |
| 3Y | +121.8% | +29.6% | +92.2% | +100.0% |
| 5Y | +145.7% | +28.1% | +117.6% | +121.9% |
| All | +145.7% | +30.0% | +115.7% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling