+404.5%
XLF vs CME
+7,469.3%
-7,064.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | 0.0% | -1.6% | +1.6% | +0.8% |
| 30D | +0.2% | +6.2% | -6.1% | -3.0% |
| 3M | +11.7% | +10.4% | +1.3% | +5.3% |
| 6M | +13.8% | -9.5% | +23.3% | +18.3% |
| YTD | +7.0% | +6.0% | +1.0% | +1.9% |
| 1Y | +9.1% | +9.3% | -0.1% | +2.1% |
| 3Y | +75.6% | +57.7% | +18.0% | +32.3% |
| 5Y | +66.4% | +77.7% | -11.3% | +15.5% |
| 10Y | +250.3% | +281.2% | -31.0% | +56.5% |
| All | +404.5% | +7,469.3% | -7,064.8% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling