+149.9%
XLE vs CI
+49.9%
+100.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -12.0% | -1.6% | -10.4% | -11.8% |
| 30D | -2.7% | +5.4% | -8.2% | -3.7% |
| 3M | +6.6% | +7.3% | -0.7% | +5.1% |
| 6M | +9.5% | +5.3% | +4.2% | +8.1% |
| YTD | +40.6% | +8.5% | +32.1% | +37.7% |
| 1Y | +43.6% | +17.1% | +26.5% | +38.5% |
| 3Y | +58.1% | +1.4% | +56.7% | +54.1% |
| All | +149.9% | +49.9% | +100.1% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling