+929.2%
CME vs XYL
+449.8%
+479.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.3% |
| 7D | -1.6% | -5.0% | +3.5% | -0.1% |
| 30D | +6.2% | -13.2% | +19.5% | +10.6% |
| 3M | +10.4% | -3.7% | +14.1% | +11.1% |
| 6M | -9.5% | -17.7% | +8.2% | -4.8% |
| YTD | +6.0% | -21.5% | +27.5% | +12.8% |
| 1Y | +9.3% | -24.5% | +33.8% | +17.5% |
| 3Y | +57.7% | +6.9% | +50.7% | +47.0% |
| 5Y | +77.7% | -18.1% | +95.8% | +78.4% |
| 10Y | +281.2% | +134.7% | +146.5% | +158.6% |
| All | +929.2% | +449.8% | +479.4% | +459.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling