+32.2%
CB vs XYL
-30.7%
+62.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +1.8% |
| 7D | +5.3% | +14.5% | -9.3% | +4.5% |
| 30D | +13.2% | -1.3% | +14.6% | +13.0% |
| 3M | +7.8% | -17.0% | +24.7% | +8.1% |
| 6M | +15.8% | -11.3% | +27.1% | +16.3% |
| YTD | +21.0% | -25.0% | +45.9% | +22.1% |
| 1Y | +32.2% | -31.5% | +63.7% | +34.4% |
| All | +32.2% | -30.7% | +62.9% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling