+3,042.0%
XLK vs CME
+7,387.0%
-4,345.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +2.3% | -2.9% | +5.2% | +3.2% |
| 30D | -0.1% | +5.5% | -5.6% | -1.7% |
| 3M | +2.1% | +11.0% | -8.8% | -1.6% |
| 6M | +37.2% | -9.7% | +46.9% | +39.9% |
| YTD | +30.8% | +4.9% | +25.9% | +27.2% |
| 1Y | +42.6% | +10.1% | +32.5% | +36.3% |
| 3Y | +121.8% | +53.5% | +68.3% | +87.8% |
| 5Y | +145.7% | +77.2% | +68.5% | +97.6% |
| 10Y | +782.1% | +282.1% | +499.9% | +450.0% |
| All | +3,042.0% | +7,387.0% | -4,345.0% | +722.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling