+422.3%
XLF vs CI
+1,238.8%
-816.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | 0.0% | +1.3% | -1.3% | -0.5% |
| 30D | +0.2% | +4.4% | -4.3% | -1.5% |
| 3M | +11.7% | +0.7% | +11.1% | +11.0% |
| 6M | +13.8% | +0.3% | +13.4% | +12.7% |
| YTD | +7.0% | +3.8% | +3.2% | +4.4% |
| 1Y | +9.1% | -5.5% | +14.6% | +8.9% |
| 3Y | +75.6% | +8.1% | +67.5% | +60.4% |
| 5Y | +66.4% | +42.8% | +23.6% | +33.7% |
| 10Y | +250.3% | +143.9% | +106.4% | +116.4% |
| All | +422.3% | +1,238.8% | -816.5% | +30.4% |
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 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