+172.7%
XLE vs CME
+284.8%
-112.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +2.2% | -1.6% | +3.8% | +2.9% |
| 30D | +11.8% | +6.2% | +5.5% | +8.6% |
| 3M | +9.8% | +10.4% | -0.6% | +4.5% |
| 6M | +15.6% | -9.5% | +25.1% | +20.2% |
| YTD | +45.3% | +6.0% | +39.2% | +40.1% |
| 1Y | +48.3% | +9.3% | +39.0% | +40.7% |
| 3Y | +55.4% | +57.7% | -2.2% | +19.7% |
| 5Y | +216.1% | +77.7% | +138.4% | +120.9% |
| All | +172.7% | +284.8% | -112.1% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling