+726.2%
XLP vs CME
+8,206.4%
-7,480.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | +3.5% | +3.7% | -0.2% | +2.8% |
| 30D | +11.6% | +13.7% | -2.2% | +8.8% |
| 3M | +7.6% | +16.6% | -8.9% | +4.4% |
| 6M | +10.0% | +8.2% | +1.8% | +8.1% |
| YTD | +19.7% | +16.3% | +3.4% | +15.8% |
| 1Y | +23.5% | +19.1% | +4.4% | +18.8% |
| 3Y | +44.0% | +67.4% | -23.4% | +29.2% |
| 5Y | +42.7% | +71.0% | -28.3% | +26.8% |
| 10Y | +131.3% | +338.9% | -207.6% | +71.7% |
| All | +726.2% | +8,206.4% | -7,480.2% | +305.0% |
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