+19.6%
CME vs XYL
-30.7%
+50.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | +1.0% |
| 7D | +4.8% | +14.5% | -9.7% | +4.0% |
| 30D | +14.2% | -1.3% | +15.5% | +14.7% |
| 3M | +17.9% | -17.0% | +34.9% | +17.1% |
| 6M | +7.2% | -11.3% | +18.6% | +7.5% |
| YTD | +16.7% | -25.0% | +41.7% | +17.7% |
| 1Y | +19.6% | -31.5% | +51.1% | +20.7% |
| All | +19.6% | -30.7% | +50.3% | +20.7% |
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