+1,076.3%
XLI vs CI
+1,308.6%
-232.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -0.2% | +4.7% | -4.9% | -1.5% |
| 3M | -8.6% | +5.2% | -13.8% | -10.0% |
| 6M | -2.0% | +3.8% | -5.8% | -3.6% |
| YTD | +9.7% | +9.2% | +0.5% | +6.2% |
| 1Y | +11.4% | +14.3% | -2.8% | +6.4% |
| 3Y | +74.2% | +8.4% | +65.8% | +63.6% |
| 5Y | +70.0% | +50.0% | +19.9% | +44.1% |
| 10Y | +235.2% | +142.2% | +93.1% | +143.0% |
| All | +1,076.3% | +1,308.6% | -232.3% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling