+274.2%
CME vs XYZ
+610.4%
-336.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.6% | -4.3% | +2.7% | -1.2% |
| 30D | +5.6% | +1.2% | +4.4% | +5.4% |
| 3M | +5.6% | +14.6% | -9.1% | +4.1% |
| 6M | -8.3% | +22.6% | -30.8% | -10.3% |
| YTD | +4.3% | +21.7% | -17.4% | +1.7% |
| 1Y | +9.1% | +6.7% | +2.4% | +7.3% |
| 3Y | +52.1% | +46.8% | +5.2% | +39.9% |
| 5Y | +79.7% | -68.0% | +147.7% | +90.4% |
| All | +274.2% | +610.4% | -336.2% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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