+303.4%
CME vs XYL
+100.4%
+203.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.9% | -3.7% | +7.7% | +5.1% |
| 30D | +11.3% | -8.3% | +19.7% | +13.9% |
| 3M | +19.6% | -21.4% | +41.0% | +27.8% |
| 6M | +8.1% | -12.9% | +21.0% | +11.5% |
| YTD | +20.4% | -30.1% | +50.5% | +32.2% |
| 1Y | +16.5% | -35.2% | +51.6% | +31.1% |
| 3Y | +66.4% | -0.8% | +67.2% | +56.4% |
| 5Y | +74.5% | -23.2% | +97.7% | +77.7% |
| All | +303.4% | +100.4% | +203.0% | +168.7% |
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 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