+141.4%
XLC vs CI
+77.2%
+64.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | 0.0% |
| 7D | +0.6% | -2.0% | +2.6% | +1.1% |
| 30D | +0.2% | -1.8% | +2.1% | +0.7% |
| 3M | +0.6% | -4.2% | +4.9% | +1.5% |
| 6M | -4.5% | +2.7% | -7.2% | -5.6% |
| YTD | -4.7% | +1.9% | -6.6% | -5.8% |
| 1Y | -1.7% | -6.3% | +4.6% | -1.4% |
| 3Y | +72.3% | +3.9% | +68.4% | +62.6% |
| 5Y | +37.8% | +41.9% | -4.1% | +14.4% |
| All | +141.4% | +77.2% | +64.2% | +88.2% |
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