+167.7%
XLB vs CI
+158.0%
+9.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +7.1% | +4.7% | +2.4% | +5.6% |
| 3M | +0.6% | +5.2% | -4.6% | -1.2% |
| 6M | +3.5% | +3.8% | -0.3% | +1.6% |
| YTD | +18.2% | +9.2% | +9.0% | +13.9% |
| 1Y | +25.6% | +14.3% | +11.3% | +19.2% |
| 3Y | +46.7% | +8.4% | +38.2% | +36.1% |
| 5Y | +30.9% | +50.0% | -19.1% | +5.2% |
| 10Y | +167.7% | +142.2% | +25.5% | +82.2% |
| All | +167.7% | +158.0% | +9.7% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling