+561.3%
XLP vs CI
+1,336.6%
-775.3%
-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% | -0.5% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | +11.6% | +9.9% | +1.7% | +9.9% |
| 3M | +7.6% | +12.1% | -4.4% | +5.6% |
| 6M | +10.0% | +10.6% | -0.6% | +8.0% |
| YTD | +19.7% | +11.4% | +8.3% | +17.2% |
| 1Y | +23.5% | +18.8% | +4.7% | +19.5% |
| 3Y | +44.0% | +2.9% | +41.1% | +40.6% |
| 5Y | +42.7% | +54.5% | -11.8% | +29.5% |
| 10Y | +131.3% | +175.7% | -44.4% | +87.2% |
| All | +561.3% | +1,336.6% | -775.3% | +263.9% |
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