+28.6%
XLB vs CI
+49.5%
-20.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +0.5% | +1.2% | -0.6% | +0.3% |
| 30D | +5.2% | +2.6% | +2.6% | +4.6% |
| 3M | +0.3% | +7.4% | -7.1% | -1.2% |
| 6M | +1.2% | -0.1% | +1.3% | +0.9% |
| YTD | +16.6% | +9.7% | +6.9% | +13.9% |
| 1Y | +21.4% | +12.1% | +9.3% | +18.0% |
| 3Y | +43.2% | +7.0% | +36.2% | +37.5% |
| All | +28.6% | +49.5% | -20.9% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling