+1,472.6%
XLK vs CP
+6,932.0%
-5,459.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.9% | -2.7% | +3.5% | +1.9% |
| 30D | +0.7% | +0.2% | +0.6% | +0.6% |
| 3M | -2.9% | +2.6% | -5.5% | -4.3% |
| 6M | +34.3% | +6.0% | +28.3% | +30.4% |
| YTD | +30.4% | +24.9% | +5.5% | +18.2% |
| 1Y | +43.4% | +20.1% | +23.3% | +31.7% |
| 3Y | +116.8% | +16.4% | +100.4% | +99.4% |
| 5Y | +144.0% | +31.7% | +112.3% | +112.2% |
| 10Y | +778.8% | +223.9% | +554.9% | +436.8% |
| All | +1,472.6% | +6,932.0% | -5,459.4% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling