+44.0%
XLP vs CME
+74.8%
-30.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +2.5% | +3.9% | -1.4% | +1.5% |
| 30D | +7.3% | +11.3% | -4.0% | +4.6% |
| 3M | +8.1% | +19.6% | -11.5% | +3.5% |
| 6M | +10.5% | +8.1% | +2.4% | +8.2% |
| YTD | +21.2% | +20.4% | +0.8% | +15.1% |
| 1Y | +22.7% | +16.5% | +6.2% | +17.5% |
| 3Y | +44.8% | +66.4% | -21.6% | +25.4% |
| All | +44.0% | +74.8% | -30.8% | +21.5% |
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