+35.5%
XLV vs CME
+78.0%
-42.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -1.6% | -2.0% | -3.2% |
| 30D | -1.8% | +5.6% | -7.4% | -3.0% |
| 3M | +7.8% | +5.6% | +2.2% | +6.5% |
| 6M | +9.1% | -8.3% | +17.4% | +10.9% |
| YTD | +7.7% | +4.3% | +3.4% | +6.1% |
| 1Y | +20.4% | +9.1% | +11.3% | +17.1% |
| 3Y | +30.8% | +52.1% | -21.3% | +14.5% |
| All | +35.5% | +78.0% | -42.5% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling