+816.1%
XLB vs CI
+1,299.0%
-482.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | -1.5% | -1.6% | +0.1% | -1.1% |
| 30D | +6.1% | +5.4% | +0.6% | +4.5% |
| 3M | 0.0% | +7.3% | -7.2% | -2.1% |
| 6M | 0.0% | +5.3% | -5.4% | -2.0% |
| YTD | +16.0% | +8.5% | +7.5% | +12.5% |
| 1Y | +24.7% | +17.1% | +7.6% | +18.3% |
| 3Y | +40.4% | +1.4% | +39.0% | +34.6% |
| 5Y | +30.7% | +50.5% | -19.8% | +10.8% |
| 10Y | +173.3% | +168.5% | +4.7% | +91.4% |
| All | +816.1% | +1,299.0% | -482.9% | +250.6% |
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