+43.4%
XLK vs CP
+19.9%
+23.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +0.9% | -2.7% | +3.5% | +1.1% |
| 30D | +0.7% | +0.2% | +0.6% | +0.7% |
| 3M | -2.9% | +2.6% | -5.5% | -3.3% |
| 6M | +34.3% | +6.0% | +28.3% | +32.0% |
| YTD | +30.4% | +24.9% | +5.5% | +27.2% |
| 1Y | +43.4% | +20.1% | +23.3% | +39.9% |
| All | +43.4% | +19.9% | +23.4% | +39.9% |
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