+719.7%
XLK vs CP
+257.3%
+462.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +3.4% | +2.1% | +1.2% | +2.3% |
| 30D | -10.6% | +9.3% | -19.9% | -14.7% |
| 3M | -10.6% | +0.5% | -11.1% | -11.2% |
| 6M | -3.5% | +10.4% | -13.9% | -9.2% |
| YTD | +18.7% | +28.7% | -10.0% | +2.1% |
| 1Y | +19.4% | +33.2% | -13.7% | +0.8% |
| 3Y | +94.5% | +38.4% | +56.0% | +56.8% |
| 5Y | +111.2% | +26.2% | +85.0% | +76.2% |
| All | +719.7% | +257.3% | +462.3% | +303.1% |
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