+425.1%
XLF vs CI
+1,311.8%
-886.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | +1.2% | -1.7% | +3.0% | +1.9% |
| 30D | +6.2% | +4.9% | +1.3% | +4.2% |
| 3M | +0.9% | +7.4% | -6.5% | -2.0% |
| 6M | +13.6% | +0.4% | +13.3% | +12.6% |
| YTD | +7.6% | +9.5% | -1.9% | +2.7% |
| 1Y | +10.2% | +12.0% | -1.8% | +4.2% |
| 3Y | +79.8% | +7.1% | +72.7% | +65.0% |
| 5Y | +58.0% | +49.3% | +8.7% | +24.7% |
| 10Y | +222.8% | +146.6% | +76.2% | +98.7% |
| All | +425.1% | +1,311.8% | -886.7% | +28.3% |
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 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