+43.4%
XLK vs CMG
-11.4%
+54.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +0.9% | -2.8% | +3.7% | +1.0% |
| 30D | +0.7% | +7.1% | -6.4% | +0.4% |
| 3M | -2.9% | +31.2% | -34.1% | -5.1% |
| 6M | +34.3% | +0.7% | +33.6% | +34.6% |
| YTD | +30.4% | -0.1% | +30.5% | +30.9% |
| 1Y | +43.4% | -10.7% | +54.1% | +44.8% |
| All | +43.4% | -11.4% | +54.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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