+1,331.5%
XLK vs CL
+735.1%
+596.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.6% |
| 7D | +3.4% | +3.2% | +0.1% | +2.3% |
| 30D | -10.6% | +8.0% | -18.6% | -13.0% |
| 3M | -10.6% | +7.9% | -18.5% | -13.2% |
| 6M | -3.5% | +14.7% | -18.2% | -8.7% |
| YTD | +18.7% | +29.2% | -10.5% | +7.3% |
| 1Y | +19.4% | +29.5% | -10.1% | +7.7% |
| 3Y | +94.5% | +40.7% | +53.8% | +66.4% |
| 5Y | +111.2% | +43.9% | +67.4% | +77.8% |
| 10Y | +707.2% | +87.2% | +620.0% | +514.4% |
| All | +1,331.5% | +735.1% | +596.4% | +646.1% |
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