+429.4%
XLF vs CI
+1,315.2%
-885.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +2.7% | +1.2% | +1.5% | +2.2% |
| 30D | +7.6% | +2.6% | +5.1% | +6.5% |
| 3M | +1.1% | +7.4% | -6.4% | -1.8% |
| 6M | +15.9% | -0.1% | +16.0% | +15.1% |
| YTD | +8.4% | +9.7% | -1.3% | +3.4% |
| 1Y | +12.5% | +12.1% | +0.4% | +6.4% |
| 3Y | +81.6% | +7.0% | +74.5% | +66.6% |
| 5Y | +59.3% | +49.7% | +9.6% | +25.6% |
| 10Y | +225.4% | +147.2% | +78.2% | +100.1% |
| All | +429.4% | +1,315.2% | -885.9% | +29.2% |
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