+508.9%
XLP vs CI
+1,238.8%
-729.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -0.9% | +4.4% | -5.3% | -1.6% |
| 3M | +3.8% | +0.7% | +3.2% | +3.6% |
| 6M | -1.7% | +0.3% | -2.1% | -2.0% |
| YTD | +10.3% | +3.8% | +6.4% | +9.2% |
| 1Y | +7.8% | -5.5% | +13.3% | +7.9% |
| 3Y | +27.2% | +8.1% | +19.1% | +23.1% |
| 5Y | +32.5% | +42.8% | -10.3% | +21.8% |
| 10Y | +101.8% | +143.9% | -42.1% | +66.4% |
| All | +508.9% | +1,238.8% | -729.9% | +239.0% |
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