+173.9%
XLE vs CI
+149.2%
+24.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.1% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -4.0% | +6.4% | -10.4% | -6.4% |
| 3M | +4.6% | +10.7% | -6.1% | +0.3% |
| 6M | +12.3% | +5.5% | +6.8% | +9.0% |
| YTD | +44.5% | +11.4% | +33.2% | +36.6% |
| 1Y | +42.4% | +15.0% | +27.4% | +32.7% |
| 3Y | +67.0% | +9.0% | +58.1% | +49.9% |
| 5Y | +161.9% | +52.0% | +110.0% | +93.2% |
| 10Y | +173.9% | +150.9% | +22.9% | +78.4% |
| All | +173.9% | +149.2% | +24.7% | +78.4% |
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