+1,360.8%
XLK vs CI
+1,311.8%
+49.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +7.0% | -1.7% | +8.7% | +7.4% |
| 30D | -11.5% | +4.9% | -16.3% | -12.6% |
| 3M | -7.9% | +7.4% | -15.3% | -9.7% |
| 6M | -0.6% | +0.4% | -1.0% | -1.5% |
| YTD | +21.1% | +9.5% | +11.7% | +17.2% |
| 1Y | +18.8% | +12.0% | +6.9% | +14.3% |
| 3Y | +97.3% | +7.1% | +90.2% | +85.6% |
| 5Y | +115.5% | +49.3% | +66.2% | +84.6% |
| 10Y | +723.7% | +146.6% | +577.1% | +508.9% |
| All | +1,360.8% | +1,311.8% | +49.1% | +533.3% |
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