+134.0%
XLC vs CI
+94.8%
+39.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | -0.2% |
| 7D | +6.2% | +2.6% | +3.6% | +5.6% |
| 30D | -2.4% | +7.3% | -9.7% | -4.1% |
| 3M | -3.3% | +9.5% | -12.8% | -5.6% |
| 6M | -7.3% | +6.4% | -13.7% | -9.1% |
| YTD | -7.6% | +12.0% | -19.6% | -10.9% |
| 1Y | -3.7% | +20.1% | -23.8% | -8.7% |
| 3Y | +62.9% | +9.6% | +53.3% | +52.4% |
| 5Y | +41.6% | +52.7% | -11.1% | +15.8% |
| All | +134.0% | +94.8% | +39.2% | +78.1% |
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