+1,477.5%
XLK vs CPB
-7.6%
+1,485.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +2.3% | -8.2% | +10.5% | +3.9% |
| 30D | -0.1% | -5.6% | +5.5% | +0.9% |
| 3M | +2.1% | +3.0% | -0.8% | +0.8% |
| 6M | +37.2% | -12.7% | +49.9% | +39.7% |
| YTD | +30.8% | -18.0% | +48.8% | +34.5% |
| 1Y | +42.6% | -31.7% | +74.4% | +51.9% |
| 3Y | +121.8% | -41.0% | +162.8% | +139.0% |
| 5Y | +145.7% | -38.4% | +184.1% | +158.3% |
| 10Y | +782.1% | -45.0% | +827.0% | +823.4% |
| All | +1,477.5% | -7.6% | +1,485.1% | +1,160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling