+986.2%
XLU vs CME
+7,387.0%
-6,400.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.1% |
| 7D | +2.1% | -2.9% | +5.0% | +2.7% |
| 30D | -0.4% | +5.5% | -5.9% | -1.5% |
| 3M | +0.5% | +11.0% | -10.5% | -2.0% |
| 6M | -5.8% | -9.7% | +3.9% | -4.1% |
| YTD | +3.1% | +4.9% | -1.7% | +1.6% |
| 1Y | +8.1% | +10.1% | -2.0% | +5.2% |
| 3Y | +50.5% | +53.5% | -3.0% | +35.8% |
| 5Y | +44.7% | +77.2% | -32.4% | +25.8% |
| 10Y | +136.8% | +282.1% | -145.3% | +76.9% |
| All | +986.2% | +7,387.0% | -6,400.8% | +389.7% |
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 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