+14.7%
XLF vs CME
+19.8%
-5.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.4% |
| 7D | +5.5% | +4.8% | +0.6% | +5.1% |
| 30D | +9.9% | +14.2% | -4.3% | +8.8% |
| 3M | +2.6% | +17.9% | -15.3% | +1.6% |
| 6M | +15.6% | +7.2% | +8.3% | +13.8% |
| YTD | +9.4% | +16.7% | -7.3% | +5.7% |
| 1Y | +14.7% | +19.6% | -4.8% | +10.3% |
| All | +14.7% | +19.8% | -5.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling