+1,292.2%
CBOE vs XYL
+466.0%
+826.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.6% | -2.3% |
| 7D | -4.6% | +1.8% | -6.4% | -5.0% |
| 30D | +2.6% | -9.2% | +11.9% | +4.7% |
| 3M | +4.9% | -0.3% | +5.2% | +4.6% |
| 6M | -2.2% | -11.0% | +8.8% | -0.3% |
| YTD | +17.7% | -19.2% | +36.9% | +22.4% |
| 1Y | +26.1% | -21.2% | +47.3% | +31.6% |
| 3Y | +97.1% | +18.6% | +78.5% | +81.4% |
| 5Y | +149.2% | -14.3% | +163.5% | +145.4% |
| 10Y | +385.1% | +141.0% | +244.0% | +263.0% |
| All | +1,292.2% | +466.0% | +826.2% | +815.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling