+1,472.6%
XLK vs CI
+1,238.8%
+233.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | +0.9% | +1.3% | -0.4% | +0.5% |
| 30D | +0.7% | +4.4% | -3.7% | -0.3% |
| 3M | -2.9% | +0.7% | -3.6% | -3.5% |
| 6M | +34.3% | +0.3% | +33.9% | +33.1% |
| YTD | +30.4% | +3.8% | +26.6% | +28.1% |
| 1Y | +43.4% | -5.5% | +48.9% | +42.8% |
| 3Y | +116.8% | +8.1% | +108.7% | +103.6% |
| 5Y | +144.0% | +42.8% | +101.2% | +111.6% |
| 10Y | +778.8% | +143.9% | +634.9% | +552.4% |
| All | +1,472.6% | +1,238.8% | +233.8% | +592.1% |
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 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