+61.0%
XLC vs CI
0.0%
+61.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | +4.9% | -1.6% | +6.5% | +5.0% |
| 30D | -5.8% | +5.4% | -11.2% | -6.1% |
| 3M | -5.4% | +7.3% | -12.7% | -5.8% |
| 6M | -10.2% | +5.3% | -15.5% | -10.4% |
| YTD | -10.2% | +8.5% | -18.7% | -10.6% |
| 1Y | -5.6% | +17.1% | -22.7% | -6.3% |
| 3Y | +61.0% | +1.4% | +59.6% | +63.9% |
| All | +61.0% | 0.0% | +61.0% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling