+127.5%
XLP vs CI
+173.7%
-46.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | +11.6% | +9.9% | +1.7% | +9.3% |
| 3M | +7.6% | +12.1% | -4.4% | +5.0% |
| 6M | +10.0% | +10.6% | -0.6% | +7.4% |
| YTD | +19.7% | +11.4% | +8.3% | +16.3% |
| 1Y | +23.5% | +18.8% | +4.7% | +18.2% |
| 3Y | +44.0% | +2.9% | +41.1% | +39.3% |
| 5Y | +42.7% | +54.5% | -11.8% | +23.4% |
| All | +127.5% | +173.7% | -46.2% | +80.4% |
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