+43.4%
XLK vs CME
+8.4%
+35.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.6% |
| 7D | +0.9% | -1.6% | +2.4% | +0.3% |
| 30D | +0.7% | +6.2% | -5.5% | +2.9% |
| 3M | -2.9% | +10.4% | -13.4% | +1.0% |
| 6M | +34.3% | -9.5% | +43.8% | +32.9% |
| YTD | +30.4% | +6.0% | +24.4% | +34.5% |
| 1Y | +43.4% | +9.3% | +34.1% | +50.6% |
| All | +43.4% | +8.4% | +35.0% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling