+74.2%
XLI vs CI
+6.0%
+68.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -0.2% | +4.7% | -4.9% | -0.6% |
| 3M | -8.6% | +5.2% | -13.8% | -8.9% |
| 6M | -2.0% | +3.8% | -5.8% | -2.4% |
| YTD | +9.7% | +9.2% | +0.5% | +8.7% |
| 1Y | +11.4% | +14.3% | -2.8% | +9.9% |
| 3Y | +74.2% | +8.4% | +65.8% | +74.1% |
| All | +74.2% | +6.0% | +68.2% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling