+58.1%
XLE vs CI
0.0%
+58.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | -12.0% | -1.6% | -10.4% | -11.9% |
| 30D | -2.7% | +5.4% | -8.2% | -3.2% |
| 3M | +6.6% | +7.3% | -0.7% | +5.9% |
| 6M | +9.5% | +5.3% | +4.2% | +8.9% |
| YTD | +40.6% | +8.5% | +32.1% | +39.4% |
| 1Y | +43.6% | +17.1% | +26.5% | +41.6% |
| 3Y | +58.1% | +1.4% | +56.7% | +61.6% |
| All | +58.1% | 0.0% | +58.1% | +61.6% |
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