+2,138.9%
XLK vs CMG
+3,914.4%
-1,775.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -0.4% | -3.8% | +3.4% | +0.6% |
| 30D | -0.5% | +12.9% | -13.4% | -3.7% |
| 3M | +5.0% | +18.8% | -13.8% | -0.7% |
| 6M | +32.9% | +4.1% | +28.8% | +29.5% |
| YTD | +29.0% | -2.4% | +31.3% | +27.6% |
| 1Y | +37.8% | -6.7% | +44.5% | +36.7% |
| 3Y | +118.7% | -7.1% | +125.8% | +113.6% |
| 5Y | +145.6% | -5.0% | +150.5% | +135.4% |
| 10Y | +791.5% | +323.5% | +468.0% | +480.8% |
| All | +2,138.9% | +3,914.4% | -1,775.6% | +689.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling