+820.5%
XLB vs CI
+1,238.8%
-418.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | -0.4% | +4.4% | -4.8% | -1.6% |
| 3M | +2.0% | +0.7% | +1.3% | +1.5% |
| 6M | +1.8% | +0.3% | +1.5% | +1.1% |
| YTD | +16.6% | +3.8% | +12.8% | +14.5% |
| 1Y | +16.9% | -5.5% | +22.4% | +16.9% |
| 3Y | +32.6% | +8.1% | +24.4% | +24.8% |
| 5Y | +35.6% | +42.8% | -7.2% | +16.7% |
| 10Y | +160.0% | +143.9% | +16.1% | +86.9% |
| All | +820.5% | +1,238.8% | -418.3% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling