+40.7%
XLC vs CI
+49.5%
-8.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +3.7% | +1.2% | +2.6% | +3.6% |
| 30D | -1.9% | +2.6% | -4.5% | -2.3% |
| 3M | -3.1% | +7.4% | -10.5% | -4.0% |
| 6M | -6.4% | -0.1% | -6.3% | -6.5% |
| YTD | -6.8% | +9.7% | -16.6% | -8.2% |
| 1Y | -1.7% | +12.1% | -13.8% | -3.4% |
| 3Y | +64.7% | +7.0% | +57.7% | +59.9% |
| All | +40.7% | +49.5% | -8.8% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling