+16.5%
CME vs XHB
-2.2%
+18.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.9% |
| 7D | +3.9% | -0.2% | +4.2% | +3.9% |
| 30D | +11.3% | +9.9% | +1.4% | +13.5% |
| 3M | +19.6% | -6.3% | +25.8% | +17.8% |
| 6M | +8.1% | +3.8% | +4.2% | +8.6% |
| YTD | +20.4% | +0.1% | +20.3% | +21.7% |
| 1Y | +16.5% | -0.8% | +17.3% | +17.6% |
| All | +16.5% | -2.2% | +18.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling