+120.7%
XLK vs CPB
-40.6%
+161.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.1% |
| 7D | +2.3% | -8.0% | +10.3% | +1.1% |
| 30D | +0.8% | -2.4% | +3.2% | +0.5% |
| 3M | +4.1% | +0.5% | +3.5% | +4.5% |
| 6M | +34.8% | -10.5% | +45.2% | +33.8% |
| YTD | +30.8% | -17.5% | +48.3% | +29.0% |
| 1Y | +42.4% | -31.0% | +73.4% | +38.2% |
| All | +120.7% | -40.6% | +161.3% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling