+253.9%
XLI vs CME
+282.4%
-28.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | -1.7% | -1.6% | -0.1% | -1.1% |
| 30D | -7.3% | +5.6% | -12.9% | -9.2% |
| 3M | -1.3% | +5.6% | -6.9% | -3.8% |
| 6M | +2.2% | -8.3% | +10.5% | +4.6% |
| YTD | +11.7% | +4.3% | +7.4% | +8.4% |
| 1Y | +14.3% | +9.1% | +5.2% | +8.5% |
| 3Y | +70.3% | +52.1% | +18.3% | +37.4% |
| 5Y | +82.3% | +79.7% | +2.7% | +33.6% |
| All | +253.9% | +282.4% | -28.5% | +92.7% |
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