+55.0%
CME vs XYL
+12.6%
+42.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | -0.3% |
| 7D | -1.6% | -5.0% | +3.5% | -1.6% |
| 30D | +6.2% | -13.2% | +19.5% | +6.1% |
| 3M | +10.4% | -3.7% | +14.1% | +10.3% |
| 6M | -9.5% | -17.7% | +8.2% | -9.2% |
| YTD | +6.0% | -21.5% | +27.5% | +6.5% |
| 1Y | +9.3% | -24.5% | +33.8% | +9.8% |
| All | +55.0% | +12.6% | +42.4% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling