+303.4%
CME vs XYZ
+597.9%
-294.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.5% |
| 7D | +3.9% | -1.1% | +5.0% | +4.0% |
| 30D | +11.3% | +11.5% | -0.2% | +10.2% |
| 3M | +19.6% | +1.8% | +17.8% | +19.1% |
| 6M | +8.1% | +21.2% | -13.1% | +5.8% |
| YTD | +20.4% | +29.9% | -9.5% | +16.5% |
| 1Y | +16.5% | +35.8% | -19.3% | +12.2% |
| 3Y | +66.4% | +62.6% | +3.9% | +51.7% |
| 5Y | +74.5% | -62.8% | +137.3% | +81.8% |
| All | +303.4% | +597.9% | -294.5% | +154.0% |
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