+1.0%
XLU vs CME
+19.8%
-18.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.4% |
| 7D | +2.6% | +4.8% | -2.2% | +2.4% |
| 30D | +9.1% | +14.2% | -5.1% | +8.4% |
| 3M | -0.4% | +17.9% | -18.3% | -1.3% |
| 6M | -4.7% | +7.2% | -11.9% | -5.1% |
| YTD | +4.3% | +16.7% | -12.4% | +3.9% |
| 1Y | +1.0% | +19.6% | -18.6% | 0.0% |
| All | +1.0% | +19.8% | -18.8% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling