+1,117.4%
XLI vs CI
+1,238.8%
-121.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | -5.9% | +4.4% | -10.4% | -7.1% |
| 3M | -0.3% | +0.7% | -0.9% | -0.8% |
| 6M | +0.1% | +0.3% | -0.2% | -0.6% |
| YTD | +13.6% | +3.8% | +9.8% | +11.6% |
| 1Y | +17.2% | -5.5% | +22.7% | +17.0% |
| 3Y | +68.2% | +8.1% | +60.1% | +58.1% |
| 5Y | +80.7% | +42.8% | +37.9% | +55.4% |
| 10Y | +253.3% | +143.9% | +109.4% | +156.1% |
| All | +1,117.4% | +1,238.8% | -121.4% | +393.2% |
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