+51.6%
CME vs XLB
+32.2%
+19.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.6% | -2.9% | +2.3% | -0.7% |
| 30D | +4.7% | -3.4% | +8.0% | +4.7% |
| 3M | +7.8% | +1.6% | +6.2% | +7.8% |
| 6M | -11.0% | +3.6% | -14.6% | -11.0% |
| YTD | +4.0% | +14.2% | -10.2% | +3.9% |
| 1Y | +9.1% | +15.6% | -6.5% | +9.0% |
| All | +51.6% | +32.2% | +19.3% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling