+65.1%
XLE vs CI
+6.0%
+59.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -4.8% | +4.7% | -9.5% | -5.2% |
| 3M | +8.4% | +5.2% | +3.1% | +7.9% |
| 6M | +12.7% | +3.8% | +8.9% | +12.2% |
| YTD | +41.3% | +9.2% | +32.1% | +40.2% |
| 1Y | +42.3% | +14.3% | +28.0% | +40.7% |
| 3Y | +65.1% | +8.4% | +56.6% | +66.9% |
| All | +65.1% | +6.0% | +59.1% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling