+42.0%
XLP vs CME
+69.3%
-27.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | +0.7% | +0.9% | -0.2% | +0.5% |
| 30D | +10.3% | +13.2% | -2.9% | +7.1% |
| 3M | +6.5% | +16.3% | -9.7% | +2.7% |
| 6M | +8.4% | +7.1% | +1.2% | +6.4% |
| YTD | +18.2% | +15.8% | +2.4% | +13.3% |
| 1Y | +22.4% | +17.1% | +5.3% | +17.0% |
| 3Y | +41.9% | +63.2% | -21.3% | +23.4% |
| All | +42.0% | +69.3% | -27.4% | +19.6% |
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