+217.7%
XLF vs CME
+308.7%
-91.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +2.7% | +3.9% | -1.3% | +0.8% |
| 30D | +7.6% | +11.3% | -3.7% | +2.2% |
| 3M | +1.1% | +19.6% | -18.5% | -7.5% |
| 6M | +15.9% | +8.1% | +7.8% | +10.7% |
| YTD | +8.4% | +20.4% | -12.0% | -2.7% |
| 1Y | +12.5% | +16.5% | -4.0% | +2.5% |
| 3Y | +81.6% | +66.4% | +15.1% | +33.6% |
| 5Y | +59.3% | +74.5% | -15.2% | +12.0% |
| All | +217.7% | +308.7% | -91.0% | +31.9% |
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