+73.6%
XLF vs CME
+52.6%
+21.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -1.3% | +4.7% | -6.0% | -1.8% |
| 3M | +9.1% | +7.8% | +1.3% | +8.1% |
| 6M | +14.4% | -11.0% | +25.3% | +15.5% |
| YTD | +5.1% | +4.0% | +1.1% | +3.8% |
| 1Y | +8.6% | +9.1% | -0.5% | +6.5% |
| All | +73.6% | +52.6% | +21.0% | +58.8% |
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