+148.7%
XLK vs CNC
+10.7%
+138.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.2% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -0.6% | -1.0% | +0.3% | -0.6% |
| 3M | +2.6% | +4.5% | -2.0% | +2.2% |
| 6M | +34.0% | +85.2% | -51.3% | +29.1% |
| YTD | +30.7% | +61.4% | -30.7% | +26.6% |
| 1Y | +39.2% | +94.9% | -55.7% | +32.9% |
| 3Y | +120.4% | 0.0% | +120.4% | +117.6% |
| All | +148.7% | +10.7% | +138.0% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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