+776.9%
XLK vs CP
+230.5%
+546.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -0.4% | -2.7% | +2.3% | +1.0% |
| 30D | -0.5% | -3.4% | +2.9% | +1.2% |
| 3M | +5.0% | -0.6% | +5.6% | +4.8% |
| 6M | +32.9% | +6.3% | +26.5% | +27.5% |
| YTD | +29.0% | +21.2% | +7.8% | +14.8% |
| 1Y | +37.8% | +20.0% | +17.8% | +23.0% |
| 3Y | +118.7% | +18.7% | +100.0% | +92.0% |
| 5Y | +145.6% | +34.8% | +110.8% | +97.4% |
| All | +776.9% | +230.5% | +546.3% | +347.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling