+145.6%
XLK vs CME
+76.3%
+69.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.4% | -2.4% | +2.0% | -0.2% |
| 30D | -0.5% | +6.2% | -6.7% | -1.0% |
| 3M | +5.0% | +4.4% | +0.6% | +4.8% |
| 6M | +32.9% | -9.6% | +42.5% | +35.2% |
| YTD | +29.0% | +3.8% | +25.2% | +27.7% |
| 1Y | +37.8% | +9.5% | +28.3% | +34.7% |
| 3Y | +118.7% | +51.9% | +66.8% | +87.4% |
| 5Y | +145.6% | +78.7% | +66.8% | +83.8% |
| All | +145.6% | +76.3% | +69.3% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling