+115.5%
XLK vs CP
+27.5%
+88.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +7.0% | +0.9% | +6.1% | +6.6% |
| 30D | -11.5% | +10.3% | -21.8% | -15.3% |
| 3M | -7.9% | +2.3% | -10.2% | -9.0% |
| 6M | -0.6% | +10.7% | -11.3% | -5.8% |
| YTD | +21.1% | +29.3% | -8.2% | +5.8% |
| 1Y | +18.8% | +31.5% | -12.6% | +2.8% |
| 3Y | +97.3% | +36.7% | +60.6% | +62.6% |
| 5Y | +115.5% | +26.8% | +88.7% | +81.7% |
| All | +115.5% | +27.5% | +88.0% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling