+660.8%
XLP vs CME
+7,469.3%
-6,808.5%
-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% | -0.5% | -0.7% |
| 7D | -1.0% | -1.6% | +0.6% | -0.7% |
| 30D | -0.9% | +6.2% | -7.1% | -2.1% |
| 3M | +3.8% | +10.4% | -6.6% | +1.7% |
| 6M | -1.7% | -9.5% | +7.8% | -0.1% |
| YTD | +10.3% | +6.0% | +4.2% | +8.6% |
| 1Y | +7.8% | +9.3% | -1.5% | +5.5% |
| 3Y | +27.2% | +57.7% | -30.5% | +15.4% |
| 5Y | +32.5% | +77.7% | -45.2% | +16.9% |
| 10Y | +101.8% | +281.2% | -179.4% | +53.7% |
| All | +660.8% | +7,469.3% | -6,808.5% | +279.8% |
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 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