+124.6%
XLP vs CI
+166.5%
-41.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.7% |
| 7D | +0.7% | -1.6% | +2.3% | +1.1% |
| 30D | +10.3% | +5.4% | +4.8% | +9.0% |
| 3M | +6.5% | +7.3% | -0.7% | +4.9% |
| 6M | +8.4% | +5.3% | +3.1% | +6.9% |
| YTD | +18.2% | +8.5% | +9.7% | +15.5% |
| 1Y | +22.4% | +17.1% | +5.3% | +17.6% |
| 3Y | +41.9% | +1.4% | +40.5% | +37.7% |
| 5Y | +40.9% | +50.5% | -9.6% | +22.5% |
| All | +124.6% | +166.5% | -41.9% | +79.1% |
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 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