+64.9%
XLC vs CME
+62.0%
+2.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +7.1% | -0.6% | +7.6% | +7.1% |
| 30D | -2.7% | +8.5% | -11.3% | -2.8% |
| 3M | -3.2% | +16.0% | -19.2% | -3.3% |
| 6M | -7.7% | +9.3% | -17.0% | -8.0% |
| YTD | -8.0% | +15.3% | -23.3% | -8.1% |
| 1Y | -3.1% | +14.4% | -17.5% | -3.2% |
| 3Y | +64.9% | +59.9% | +5.0% | +65.1% |
| All | +64.9% | +62.0% | +2.9% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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