+20.7%
XLK vs CP
+35.2%
-14.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | -7.6% | +5.6% | -13.2% | -7.7% |
| 30D | -12.2% | +10.0% | -22.2% | -12.6% |
| 3M | -5.5% | +4.4% | -9.9% | -5.4% |
| 6M | +9.2% | +14.1% | -4.9% | +7.5% |
| YTD | +23.0% | +29.1% | -6.0% | +19.8% |
| 1Y | +20.7% | +34.6% | -13.8% | +15.5% |
| All | +20.7% | +35.2% | -14.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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