+272.2%
CME vs XYL
+149.5%
+122.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.4% | -1.2% | -1.1% | -2.0% |
| 30D | +6.2% | -13.2% | +19.4% | +10.7% |
| 3M | +4.4% | -0.2% | +4.5% | +3.9% |
| 6M | -9.6% | -12.5% | +2.8% | -6.6% |
| YTD | +3.8% | -20.9% | +24.7% | +10.4% |
| 1Y | +9.5% | -21.6% | +31.1% | +16.6% |
| 3Y | +51.9% | +16.1% | +35.8% | +35.8% |
| 5Y | +78.7% | -15.6% | +94.3% | +78.1% |
| All | +272.2% | +149.5% | +122.7% | +121.0% |
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