+643.4%
XLU vs CI
+1,238.8%
-595.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.6% |
| 30D | -1.3% | +4.4% | -5.8% | -2.2% |
| 3M | -1.3% | +0.7% | -2.0% | -1.6% |
| 6M | -7.6% | +0.3% | -8.0% | -8.0% |
| YTD | +2.3% | +3.8% | -1.5% | +1.1% |
| 1Y | +5.8% | -5.5% | +11.3% | +5.8% |
| 3Y | +50.5% | +8.1% | +42.4% | +44.7% |
| 5Y | +44.1% | +42.8% | +1.3% | +30.4% |
| 10Y | +138.2% | +143.9% | -5.7% | +89.9% |
| All | +643.4% | +1,238.8% | -595.4% | +288.0% |
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