+70.0%
XLI vs CI
+49.2%
+20.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -0.2% | +4.7% | -4.9% | -1.0% |
| 3M | -8.6% | +5.2% | -13.8% | -9.4% |
| 6M | -2.0% | +3.8% | -5.8% | -2.9% |
| YTD | +9.7% | +9.2% | +0.5% | +7.5% |
| 1Y | +11.4% | +14.3% | -2.8% | +8.3% |
| 3Y | +74.2% | +8.4% | +65.8% | +66.7% |
| 5Y | +70.0% | +50.0% | +19.9% | +40.9% |
| All | +70.0% | +49.2% | +20.8% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling