+61.8%
CME vs XHB
+38.6%
+23.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.2% |
| 7D | +1.7% | +1.2% | +0.5% | +1.8% |
| 30D | +10.2% | +8.9% | +1.3% | +11.3% |
| 3M | +17.8% | -4.2% | +21.9% | +17.2% |
| 6M | +11.0% | +1.4% | +9.6% | +11.4% |
| YTD | +17.0% | +1.2% | +15.8% | +17.8% |
| 1Y | +15.8% | -1.3% | +17.1% | +16.3% |
| 3Y | +61.8% | +36.6% | +25.2% | +75.8% |
| All | +61.8% | +38.6% | +23.2% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling