+300.3%
CME vs XYZ
+578.7%
-278.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.2% |
| 7D | +2.7% | -2.1% | +4.8% | +2.8% |
| 30D | +13.5% | +7.0% | +6.5% | +12.7% |
| 3M | +20.9% | +5.1% | +15.8% | +20.1% |
| 6M | +11.5% | +14.1% | -2.6% | +9.7% |
| YTD | +19.5% | +26.4% | -6.9% | +15.9% |
| 1Y | +17.2% | +25.1% | -7.8% | +13.7% |
| 3Y | +65.1% | +59.7% | +5.4% | +50.7% |
| 5Y | +73.1% | -63.8% | +136.9% | +80.8% |
| All | +300.3% | +578.7% | -278.5% | +152.6% |
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