+68.4%
XLE vs CME
+64.7%
+3.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.4% | +2.7% | +1.7% | +4.1% |
| 30D | -4.3% | +13.5% | -17.7% | -5.6% |
| 3M | +6.0% | +20.9% | -14.9% | +3.8% |
| 6M | +13.2% | +11.5% | +1.7% | +11.6% |
| YTD | +46.7% | +19.5% | +27.3% | +44.7% |
| 1Y | +46.6% | +17.2% | +29.4% | +44.6% |
| All | +68.4% | +64.7% | +3.7% | +64.5% |
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