+142.5%
XLC vs CI
+80.5%
+62.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -0.8% | +1.3% | -2.2% | -1.2% |
| 30D | +1.0% | +4.4% | -3.4% | 0.0% |
| 3M | -0.7% | +0.7% | -1.4% | -1.1% |
| 6M | -5.1% | +0.3% | -5.5% | -5.7% |
| YTD | -4.3% | +3.8% | -8.1% | -5.8% |
| 1Y | -0.6% | -5.5% | +4.9% | -0.5% |
| 3Y | +72.7% | +8.1% | +64.6% | +61.1% |
| 5Y | +38.0% | +42.8% | -4.8% | +14.5% |
| All | +142.5% | +80.5% | +62.0% | +88.3% |
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