+7,496.8%
CME vs XLB
+795.5%
+6,701.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +1.7% | +0.5% | +1.2% | +1.2% |
| 30D | +10.2% | +6.9% | +3.3% | +5.0% |
| 3M | +17.8% | -0.2% | +17.9% | +17.5% |
| 6M | +11.0% | +3.3% | +7.7% | +7.4% |
| YTD | +17.0% | +18.0% | -1.0% | +2.2% |
| 1Y | +15.8% | +24.2% | -8.4% | -2.7% |
| 3Y | +61.8% | +44.7% | +17.1% | +17.1% |
| 5Y | +72.5% | +31.6% | +40.9% | +30.2% |
| 10Y | +288.0% | +164.2% | +123.8% | +62.8% |
| All | +7,496.8% | +795.5% | +6,701.2% | +1,246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling