+788.5%
XLK vs CME
+282.4%
+506.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | -1.6% | +1.8% | +0.7% |
| 30D | -0.6% | +5.6% | -6.2% | -2.3% |
| 3M | +2.6% | +5.6% | -3.0% | +0.5% |
| 6M | +34.0% | -8.3% | +42.2% | +36.6% |
| YTD | +30.7% | +4.3% | +26.3% | +27.0% |
| 1Y | +39.2% | +9.1% | +30.1% | +32.8% |
| 3Y | +120.4% | +52.1% | +68.4% | +80.2% |
| 5Y | +148.8% | +79.7% | +69.1% | +87.4% |
| All | +788.5% | +282.4% | +506.1% | +482.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling