+1,941.0%
XLK vs CNC
+5,399.6%
-3,458.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.7% |
| 7D | -0.4% | -3.9% | +3.4% | +0.2% |
| 30D | -0.5% | +0.8% | -1.3% | -0.7% |
| 3M | +5.0% | +0.1% | +4.9% | +4.6% |
| 6M | +32.9% | +79.7% | -46.8% | +19.8% |
| YTD | +29.0% | +58.9% | -30.0% | +17.8% |
| 1Y | +37.8% | +109.1% | -71.3% | +19.5% |
| 3Y | +118.7% | 0.0% | +118.7% | +106.0% |
| 5Y | +145.6% | +9.5% | +136.1% | +124.8% |
| 10Y | +791.5% | +95.7% | +695.8% | +621.6% |
| All | +1,941.0% | +5,399.6% | -3,458.7% | +895.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling