+20.7%
XLK vs CPB
-18.4%
+39.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | +1.5% |
| 7D | -7.6% | +13.0% | -20.6% | -4.5% |
| 30D | -12.2% | +20.5% | -32.7% | -7.6% |
| 3M | -5.5% | +2.2% | -7.7% | -4.0% |
| 6M | +9.2% | +15.4% | -6.2% | +14.1% |
| YTD | +23.0% | -12.3% | +35.4% | +23.4% |
| 1Y | +20.7% | -18.0% | +38.7% | +19.8% |
| All | +20.7% | -18.4% | +39.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling