+179.2%
XLE vs CI
+146.2%
+33.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +5.4% | +1.2% | +4.3% | +4.9% |
| 30D | -3.9% | +2.6% | -6.5% | -5.1% |
| 3M | +7.0% | +7.4% | -0.4% | +3.7% |
| 6M | +14.2% | -0.1% | +14.3% | +13.1% |
| YTD | +48.2% | +9.7% | +38.4% | +40.8% |
| 1Y | +47.7% | +12.1% | +35.6% | +38.9% |
| 3Y | +70.0% | +7.0% | +63.0% | +53.6% |
| 5Y | +169.1% | +49.7% | +119.4% | +99.6% |
| All | +179.2% | +146.2% | +33.0% | +82.2% |
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 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