+46.7%
XLU vs CME
+52.3%
-5.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -1.2% | -2.4% | +1.2% | -0.9% |
| 30D | -2.5% | +6.2% | -8.7% | -3.4% |
| 3M | -2.7% | +4.4% | -7.1% | -3.3% |
| 6M | -7.5% | -9.6% | +2.2% | -5.9% |
| YTD | +0.9% | +3.8% | -2.8% | -0.1% |
| 1Y | +3.3% | +9.5% | -6.2% | +1.0% |
| All | +46.7% | +52.3% | -5.6% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling