+14.1%
XLI vs CI
-4.4%
+18.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -2.3% | -1.3% | -1.0% | -2.2% |
| 30D | -8.2% | +3.1% | -11.3% | -8.3% |
| 3M | +0.8% | -4.5% | +5.3% | +1.1% |
| 6M | +0.8% | +8.3% | -7.4% | -0.1% |
| YTD | +10.5% | +3.8% | +6.7% | +9.9% |
| 1Y | +14.1% | -5.0% | +19.1% | +14.0% |
| All | +14.1% | -4.4% | +18.6% | +14.0% |
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