+1,150.1%
XLI vs CME
+8,496.5%
-7,346.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +3.8% | +3.9% | -0.2% | +2.5% |
| 30D | +1.0% | +11.3% | -10.3% | -2.3% |
| 3M | -8.9% | +19.6% | -28.5% | -14.0% |
| 6M | -2.3% | +8.1% | -10.4% | -5.4% |
| YTD | +9.7% | +20.4% | -10.7% | +2.2% |
| 1Y | +12.3% | +16.5% | -4.2% | +5.7% |
| 3Y | +71.5% | +66.4% | +5.0% | +42.2% |
| 5Y | +70.2% | +74.5% | -4.3% | +37.7% |
| 10Y | +227.5% | +308.5% | -81.0% | +101.3% |
| All | +1,150.1% | +8,496.5% | -7,346.4% | +290.0% |
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 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