+6,781.2%
CME vs XLB
+784.5%
+5,996.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | 0.0% |
| 7D | -1.6% | -1.4% | -0.2% | -0.7% |
| 30D | +6.2% | -0.4% | +6.6% | +6.3% |
| 3M | +10.4% | +2.0% | +8.5% | +8.3% |
| 6M | -9.5% | +1.8% | -11.4% | -11.8% |
| YTD | +6.0% | +16.6% | -10.6% | -6.4% |
| 1Y | +9.3% | +16.9% | -7.7% | -4.1% |
| 3Y | +57.7% | +32.6% | +25.1% | +21.7% |
| 5Y | +77.7% | +35.6% | +42.0% | +31.0% |
| 10Y | +281.2% | +160.0% | +121.2% | +62.1% |
| All | +6,781.2% | +784.5% | +5,996.7% | +1,133.2% |
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