+896.5%
XLV vs CI
+1,225.5%
-329.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | -3.7% | -1.1% | -2.6% | -3.4% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | +8.2% | -5.2% | +13.4% | +9.5% |
| 6M | +8.9% | +4.3% | +4.6% | +7.4% |
| YTD | +8.5% | +2.8% | +5.7% | +7.2% |
| 1Y | +22.3% | -5.8% | +28.1% | +22.6% |
| 3Y | +32.6% | +4.7% | +27.9% | +27.3% |
| 5Y | +34.4% | +42.7% | -8.3% | +18.3% |
| 10Y | +175.4% | +141.0% | +34.4% | +108.1% |
| All | +896.5% | +1,225.5% | -329.0% | +354.6% |
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