+347.0%
CME vs XYZ
+638.9%
-291.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | +6.2% | -1.7% | +7.9% | +6.3% |
| 3M | +10.4% | +16.7% | -6.3% | +8.8% |
| 6M | -9.5% | +26.9% | -36.4% | -11.7% |
| YTD | +6.0% | +27.1% | -21.1% | +3.2% |
| 1Y | +9.3% | +9.3% | 0.0% | +7.4% |
| 3Y | +57.7% | +42.3% | +15.4% | +46.7% |
| 5Y | +77.7% | -69.3% | +147.0% | +87.5% |
| 10Y | +281.2% | +586.8% | -305.6% | +189.8% |
| All | +347.0% | +638.9% | -291.9% | +258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling