+43.2%
XLP vs CI
+11.1%
+32.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.2% |
| 7D | +2.3% | +2.6% | -0.3% | +2.0% |
| 30D | +9.1% | +7.3% | +1.8% | +8.1% |
| 3M | +7.9% | +9.5% | -1.6% | +6.6% |
| 6M | +9.6% | +6.4% | +3.2% | +8.5% |
| YTD | +19.4% | +12.0% | +7.4% | +17.4% |
| 1Y | +22.4% | +20.1% | +2.3% | +19.3% |
| 3Y | +43.2% | +9.6% | +33.6% | +41.7% |
| All | +43.2% | +11.1% | +32.1% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling