+305.8%
CME vs XYL
+104.0%
+201.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.7% |
| 7D | +2.5% | -5.9% | +8.3% | +4.3% |
| 30D | +13.9% | -7.3% | +21.2% | +16.1% |
| 3M | +22.4% | -22.5% | +44.9% | +31.4% |
| 6M | +12.9% | -14.4% | +27.3% | +17.0% |
| YTD | +19.6% | -29.4% | +49.0% | +31.0% |
| 1Y | +17.7% | -35.6% | +53.3% | +32.8% |
| 3Y | +65.3% | +0.3% | +65.1% | +54.8% |
| 5Y | +75.1% | -22.3% | +97.5% | +77.7% |
| 10Y | +305.8% | +103.2% | +202.5% | +168.5% |
| All | +305.8% | +104.0% | +201.8% | +168.5% |
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