+139.5%
XLP vs CI
+146.2%
-6.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.5% | +1.2% | +1.4% | +2.2% |
| 30D | +7.3% | +2.6% | +4.7% | +6.7% |
| 3M | +8.1% | +7.4% | +0.7% | +6.4% |
| 6M | +10.5% | -0.1% | +10.6% | +10.2% |
| YTD | +21.2% | +9.7% | +11.4% | +18.1% |
| 1Y | +22.7% | +12.1% | +10.6% | +19.0% |
| 3Y | +44.8% | +7.0% | +37.8% | +38.6% |
| 5Y | +44.7% | +49.7% | -5.0% | +25.9% |
| All | +139.5% | +146.2% | -6.7% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling