+1,320.0%
XLK vs CL
+721.9%
+598.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | +2.6% | -6.9% | -5.1% |
| 30D | -15.0% | +11.8% | -26.8% | -18.2% |
| 3M | -9.2% | +5.9% | -15.1% | -11.3% |
| 6M | -3.5% | +13.3% | -16.9% | -8.4% |
| YTD | +17.7% | +27.1% | -9.4% | +7.0% |
| 1Y | +14.9% | +28.0% | -13.1% | +4.0% |
| 3Y | +91.8% | +39.4% | +52.4% | +64.5% |
| 5Y | +113.1% | +40.8% | +72.3% | +80.7% |
| 10Y | +703.1% | +84.9% | +618.2% | +513.7% |
| All | +1,320.0% | +721.9% | +598.1% | +643.9% |
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 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