+39.0%
CBOE vs XYL
-30.7%
+69.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | 0.0% |
| 7D | +7.7% | +14.5% | -6.8% | +7.1% |
| 30D | +24.4% | -1.3% | +25.8% | +24.5% |
| 3M | +20.0% | -17.0% | +37.0% | +18.3% |
| 6M | +2.4% | -11.3% | +13.7% | +2.3% |
| YTD | +38.5% | -25.0% | +63.5% | +41.0% |
| 1Y | +39.0% | -31.5% | +70.5% | +44.3% |
| All | +39.0% | -30.7% | +69.7% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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