+1,059.8%
CME vs XYL
+389.1%
+670.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.7% | -6.0% | +8.7% | +4.5% |
| 30D | +13.5% | -8.3% | +21.8% | +16.0% |
| 3M | +20.9% | -22.6% | +43.5% | +29.7% |
| 6M | +11.5% | -15.0% | +26.6% | +15.8% |
| YTD | +19.5% | -30.2% | +49.6% | +30.9% |
| 1Y | +17.2% | -36.4% | +53.6% | +32.2% |
| 3Y | +65.1% | -0.9% | +66.0% | +56.8% |
| 5Y | +73.1% | -23.4% | +96.5% | +76.0% |
| 10Y | +305.3% | +100.9% | +204.4% | +186.4% |
| All | +1,059.8% | +389.1% | +670.7% | +549.2% |
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