+247.7%
XLF vs CI
+141.9%
+105.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | -1.0% | -1.1% | +0.1% | -0.7% |
| 30D | -1.3% | +0.5% | -1.8% | -1.5% |
| 3M | +9.1% | -5.2% | +14.3% | +10.8% |
| 6M | +14.4% | +4.3% | +10.0% | +11.9% |
| YTD | +5.1% | +2.8% | +2.3% | +3.1% |
| 1Y | +8.6% | -5.8% | +14.4% | +8.6% |
| 3Y | +74.4% | +4.7% | +69.7% | +61.3% |
| 5Y | +64.4% | +42.7% | +21.7% | +29.8% |
| All | +247.7% | +141.9% | +105.8% | +120.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling