+42.4%
XLE vs CI
+18.5%
+24.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.9% |
| 7D | -0.2% | -1.3% | +1.1% | -0.2% |
| 30D | -4.0% | +6.4% | -10.4% | -4.3% |
| 3M | +4.6% | +10.7% | -6.1% | +4.1% |
| 6M | +12.3% | +5.5% | +6.8% | +12.0% |
| YTD | +44.5% | +11.4% | +33.2% | +45.2% |
| 1Y | +42.4% | +15.0% | +27.4% | +43.7% |
| All | +42.4% | +18.5% | +24.0% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling