+358.9%
CBOE vs XYL
+150.5%
+208.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -5.8% | +1.2% | -7.0% | -6.1% |
| 30D | -3.1% | -11.9% | +8.8% | -0.4% |
| 3M | -4.8% | -1.5% | -3.2% | -4.8% |
| 6M | -0.6% | -11.9% | +11.3% | +1.7% |
| YTD | +12.8% | -20.6% | +33.4% | +18.2% |
| 1Y | +19.8% | -23.5% | +43.3% | +26.5% |
| 3Y | +86.9% | +14.9% | +72.1% | +70.6% |
| 5Y | +136.5% | -15.3% | +151.8% | +133.3% |
| All | +358.9% | +150.5% | +208.4% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling