+247.9%
CB vs XYL
+100.1%
+147.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | 0.0% | -6.0% | +6.1% | +2.4% |
| 30D | +7.4% | -8.3% | +15.7% | +10.1% |
| 3M | +8.6% | -22.6% | +31.2% | +18.8% |
| 6M | +16.1% | -15.0% | +31.2% | +21.9% |
| YTD | +20.2% | -30.2% | +50.4% | +35.5% |
| 1Y | +27.2% | -36.4% | +63.6% | +49.0% |
| 3Y | +72.7% | -0.9% | +73.6% | +60.9% |
| 5Y | +105.9% | -23.4% | +129.3% | +112.1% |
| All | +247.9% | +100.1% | +147.9% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling