+1,024.7%
XLE vs CI
+1,238.8%
-214.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +2.2% | +1.3% | +0.9% | +1.8% |
| 30D | +11.8% | +4.4% | +7.3% | +10.2% |
| 3M | +9.8% | +0.7% | +9.2% | +9.2% |
| 6M | +15.6% | +0.3% | +15.2% | +14.6% |
| YTD | +45.3% | +3.8% | +41.4% | +42.4% |
| 1Y | +48.3% | -5.5% | +53.8% | +48.0% |
| 3Y | +55.4% | +8.1% | +47.3% | +44.9% |
| 5Y | +216.1% | +42.8% | +173.3% | +167.0% |
| 10Y | +178.4% | +143.9% | +34.5% | +98.7% |
| All | +1,024.7% | +1,238.8% | -214.1% | +355.9% |
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 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