+169.4%
XLV vs CI
+144.2%
+25.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.5% |
| 30D | -1.8% | +1.8% | -3.6% | -2.4% |
| 3M | +7.8% | -4.2% | +12.0% | +9.0% |
| 6M | +9.1% | +8.8% | +0.3% | +5.6% |
| YTD | +7.7% | +3.7% | +4.0% | +5.7% |
| 1Y | +20.4% | -6.1% | +26.5% | +20.8% |
| 3Y | +30.8% | +4.5% | +26.3% | +23.1% |
| 5Y | +34.6% | +50.5% | -15.9% | +8.7% |
| All | +169.4% | +144.2% | +25.2% | +76.0% |
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 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