+77.2%
CME vs XYL
-14.7%
+91.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -1.5% |
| 7D | -2.9% | +1.8% | -4.7% | -3.1% |
| 30D | +5.5% | -9.2% | +14.7% | +6.8% |
| 3M | +11.0% | -0.3% | +11.2% | +10.7% |
| 6M | -9.7% | -11.0% | +1.3% | -8.5% |
| YTD | +4.9% | -19.2% | +24.1% | +7.7% |
| 1Y | +10.1% | -21.2% | +31.3% | +13.4% |
| 3Y | +53.5% | +18.6% | +34.9% | +42.4% |
| 5Y | +77.2% | -14.3% | +91.5% | +76.8% |
| All | +77.2% | -14.7% | +91.9% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling