+257.2%
XLI vs CI
+143.6%
+113.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.8% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | -6.9% | +0.5% | -7.4% | -7.1% |
| 3M | -1.9% | -5.2% | +3.3% | -0.7% |
| 6M | +1.0% | +4.3% | -3.3% | -1.1% |
| YTD | +11.3% | +2.8% | +8.5% | +9.3% |
| 1Y | +15.8% | -5.8% | +21.6% | +15.7% |
| 3Y | +69.8% | +4.7% | +65.1% | +57.9% |
| 5Y | +80.9% | +42.7% | +38.2% | +45.4% |
| 10Y | +257.2% | +141.0% | +116.3% | +139.4% |
| All | +257.2% | +143.6% | +113.6% | +139.4% |
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