+215.2%
XLY vs CI
+144.2%
+71.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -4.2% | +1.8% | -6.0% | -4.6% |
| 3M | -2.7% | -4.2% | +1.6% | -1.9% |
| 6M | -0.6% | +8.8% | -9.5% | -3.5% |
| YTD | -5.0% | +3.7% | -8.8% | -6.8% |
| 1Y | -4.1% | -6.1% | +2.0% | -4.0% |
| 3Y | +33.6% | +4.5% | +29.1% | +25.6% |
| 5Y | +28.7% | +50.5% | -21.8% | +5.1% |
| All | +215.2% | +144.2% | +71.0% | +122.6% |
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 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