+76.1%
CME vs XYZ
-69.0%
+145.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.6% | -3.7% | +3.1% | -0.5% |
| 30D | +4.7% | +0.5% | +4.1% | +4.6% |
| 3M | +7.8% | +16.3% | -8.4% | +7.2% |
| 6M | -11.0% | +21.1% | -32.1% | -11.8% |
| YTD | +4.0% | +22.0% | -18.0% | +2.9% |
| 1Y | +9.1% | +5.2% | +4.0% | +8.5% |
| 3Y | +52.3% | +49.6% | +2.7% | +45.4% |
| 5Y | +76.1% | -68.4% | +144.5% | +87.1% |
| All | +76.1% | -69.0% | +145.1% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling