+83.7%
XLI vs CME
+77.7%
+6.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +1.0% | -2.9% | +3.8% | +1.4% |
| 30D | -5.8% | +5.5% | -11.3% | -6.6% |
| 3M | +0.7% | +11.0% | -10.3% | -1.2% |
| 6M | +3.2% | -9.7% | +12.9% | +5.3% |
| YTD | +13.0% | +4.9% | +8.2% | +11.4% |
| 1Y | +16.8% | +10.1% | +6.7% | +13.5% |
| 3Y | +72.4% | +53.5% | +18.9% | +49.4% |
| All | +83.7% | +77.7% | +6.0% | +42.8% |
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 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