+208.1%
C vs XYL
+5.2%
+202.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.4% |
| 7D | -2.4% | +5.9% | -8.3% | -4.8% |
| 30D | -6.0% | -3.9% | -2.1% | -5.6% |
| 3M | -10.5% | -18.7% | +8.1% | -2.5% |
| 6M | -5.7% | -16.9% | +11.2% | +0.9% |
| YTD | +4.1% | -27.4% | +31.5% | +19.9% |
| 1Y | +20.5% | -34.0% | +54.5% | +46.6% |
| 3Y | +208.1% | +5.6% | +202.5% | +173.7% |
| All | +208.1% | +5.2% | +202.9% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling