+1,472.6%
XLK vs CL
+639.6%
+833.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | +0.9% | -2.2% | +3.0% | +1.6% |
| 30D | +0.7% | -4.8% | +5.6% | +2.3% |
| 3M | -2.9% | +4.9% | -7.8% | -5.1% |
| 6M | +34.3% | -5.7% | +40.0% | +35.6% |
| YTD | +30.4% | +14.4% | +16.0% | +23.0% |
| 1Y | +43.4% | +8.7% | +34.6% | +37.0% |
| 3Y | +116.8% | +30.0% | +86.9% | +90.3% |
| 5Y | +144.0% | +28.4% | +115.7% | +113.7% |
| 10Y | +778.8% | +50.1% | +728.7% | +620.5% |
| All | +1,472.6% | +639.6% | +833.0% | +755.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling