+10.7%
XLI vs CI
+18.7%
-8.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | -1.5% | +2.6% | -4.1% | -1.7% |
| 30D | -0.3% | +7.3% | -7.6% | -0.8% |
| 3M | -8.4% | +9.5% | -17.8% | -9.0% |
| 6M | -2.1% | +6.4% | -8.5% | -2.8% |
| YTD | +9.6% | +12.0% | -2.4% | +7.6% |
| 1Y | +10.7% | +20.1% | -9.4% | +7.1% |
| All | +10.7% | +18.7% | -8.1% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling