+65.5%
XLF vs CI
+40.1%
+25.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +0.2% | -2.0% | +2.2% | +0.6% |
| 30D | -0.5% | -1.8% | +1.3% | -0.2% |
| 3M | +10.6% | -4.2% | +14.9% | +11.4% |
| 6M | +14.3% | +2.7% | +11.6% | +13.2% |
| YTD | +5.5% | +1.9% | +3.6% | +4.6% |
| 1Y | +9.6% | -6.3% | +15.8% | +9.8% |
| 3Y | +75.2% | +3.9% | +71.3% | +67.0% |
| 5Y | +65.5% | +41.9% | +23.7% | +33.0% |
| All | +65.5% | +40.1% | +25.4% | +33.0% |
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 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