+120.7%
XLK vs CME
+52.6%
+68.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.2% |
| 7D | +2.3% | -0.6% | +3.0% | +2.2% |
| 30D | +0.8% | +4.7% | -3.8% | +2.0% |
| 3M | +4.1% | +7.8% | -3.8% | +6.6% |
| 6M | +34.8% | -11.0% | +45.7% | +33.1% |
| YTD | +30.8% | +4.0% | +26.8% | +33.2% |
| 1Y | +42.4% | +9.1% | +33.2% | +46.4% |
| All | +120.7% | +52.6% | +68.1% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling