+9.3%
CME vs XLB
+17.4%
-8.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | +6.2% | -0.4% | +6.6% | +6.2% |
| 3M | +10.4% | +2.0% | +8.5% | +10.5% |
| 6M | -9.5% | +1.8% | -11.4% | -8.9% |
| YTD | +6.0% | +16.6% | -10.6% | +6.4% |
| 1Y | +9.3% | +16.9% | -7.7% | +9.5% |
| All | +9.3% | +17.4% | -8.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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