+167.2%
XLE vs CI
+166.5%
+0.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.9% |
| 7D | -12.0% | -1.6% | -10.4% | -11.6% |
| 30D | -2.7% | +5.4% | -8.2% | -4.9% |
| 3M | +6.6% | +7.3% | -0.7% | +3.3% |
| 6M | +9.5% | +5.3% | +4.2% | +6.3% |
| YTD | +40.6% | +8.5% | +32.1% | +34.1% |
| 1Y | +43.6% | +17.1% | +26.5% | +32.7% |
| 3Y | +58.1% | +1.4% | +56.7% | +46.5% |
| 5Y | +152.2% | +50.5% | +101.7% | +86.3% |
| All | +167.2% | +166.5% | +0.7% | +72.5% |
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