+988.5%
XLE vs CI
+1,336.6%
-348.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.6% |
| 7D | -10.3% | +1.0% | -11.3% | -10.6% |
| 30D | -3.3% | +9.9% | -13.2% | -6.1% |
| 3M | +8.2% | +12.1% | -3.9% | +4.2% |
| 6M | +5.0% | +10.6% | -5.6% | +1.2% |
| YTD | +40.6% | +11.4% | +29.2% | +34.6% |
| 1Y | +45.0% | +18.8% | +26.2% | +36.0% |
| 3Y | +56.3% | +2.9% | +53.5% | +47.9% |
| 5Y | +152.2% | +54.5% | +97.7% | +107.7% |
| 10Y | +173.0% | +175.7% | -2.8% | +87.9% |
| All | +988.5% | +1,336.6% | -348.1% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling