+58.1%
XLE vs CI
+2.7%
+55.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -10.3% | +1.0% | -11.3% | -10.4% |
| 30D | -3.3% | +9.9% | -13.2% | -4.0% |
| 3M | +8.2% | +12.1% | -3.9% | +7.2% |
| 6M | +5.0% | +10.6% | -5.6% | +4.1% |
| YTD | +40.6% | +11.4% | +29.2% | +39.2% |
| 1Y | +45.0% | +18.8% | +26.2% | +42.9% |
| All | +58.1% | +2.7% | +55.4% | +61.4% |
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