+1,121.0%
XLY vs CME
+7,349.4%
-6,228.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.7% | -1.6% | -0.1% | -1.2% |
| 30D | -4.2% | +5.6% | -9.8% | -5.9% |
| 3M | -2.7% | +5.6% | -8.3% | -4.7% |
| 6M | -0.6% | -8.3% | +7.6% | +1.2% |
| YTD | -5.0% | +4.3% | -9.4% | -7.4% |
| 1Y | -4.1% | +9.1% | -13.2% | -8.0% |
| 3Y | +33.6% | +52.1% | -18.5% | +13.1% |
| 5Y | +28.7% | +79.7% | -51.0% | +2.4% |
| 10Y | +219.6% | +281.8% | -62.1% | +93.5% |
| All | +1,121.0% | +7,349.4% | -6,228.4% | +248.6% |
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