+163.9%
XLE vs CI
+147.8%
+16.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.5% |
| 7D | -6.7% | +2.6% | -9.3% | -7.7% |
| 30D | -4.4% | +7.3% | -11.7% | -7.1% |
| 3M | +4.0% | +9.5% | -5.5% | +0.1% |
| 6M | +13.2% | +6.4% | +6.7% | +9.5% |
| YTD | +41.9% | +12.0% | +29.9% | +33.8% |
| 1Y | +41.6% | +20.1% | +21.6% | +29.7% |
| 3Y | +64.0% | +9.6% | +54.4% | +46.9% |
| 5Y | +158.1% | +52.7% | +105.4% | +90.0% |
| 10Y | +163.9% | +150.3% | +13.7% | +69.9% |
| All | +163.9% | +147.8% | +16.1% | +69.9% |
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 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