+70.8%
XLI vs CME
+75.0%
-4.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +4.3% | +2.7% | +1.6% | +3.9% |
| 30D | +0.5% | +13.5% | -13.0% | -1.4% |
| 3M | -8.6% | +20.9% | -29.5% | -11.2% |
| 6M | -2.3% | +11.5% | -13.8% | -3.8% |
| YTD | +10.1% | +19.5% | -9.4% | +6.4% |
| 1Y | +11.0% | +17.2% | -6.2% | +7.7% |
| 3Y | +72.3% | +65.1% | +7.2% | +50.1% |
| 5Y | +70.8% | +73.1% | -2.3% | +42.0% |
| All | +70.8% | +75.0% | -4.1% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling