+1,475.9%
XLK vs CNI
+4,591.5%
-3,115.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | -0.6% | -2.7% | +2.1% | +0.6% |
| 3M | +2.6% | +3.9% | -1.4% | +0.3% |
| 6M | +34.0% | +16.4% | +17.6% | +23.5% |
| YTD | +30.7% | +25.8% | +4.9% | +15.5% |
| 1Y | +39.2% | +32.4% | +6.8% | +19.7% |
| 3Y | +120.4% | +19.1% | +101.3% | +97.3% |
| 5Y | +148.8% | +13.6% | +135.2% | +127.1% |
| 10Y | +803.3% | +136.8% | +666.5% | +478.9% |
| All | +1,475.9% | +4,591.5% | -3,115.7% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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