-0.6%
XLK vs CP
+11.7%
-12.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.2% |
| 7D | +7.0% | +0.9% | +6.1% | +7.0% |
| 30D | -11.5% | +10.3% | -21.8% | -10.4% |
| 3M | -7.9% | +2.3% | -10.2% | -7.0% |
| 6M | -0.6% | +10.7% | -11.3% | -0.3% |
| All | -0.6% | +11.7% | -12.3% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling