+243.0%
CB vs XYL
+129.6%
+113.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | -1.5% | +2.1% | -3.6% | -2.3% |
| 30D | +6.5% | -3.4% | +9.9% | +7.1% |
| 3M | +4.1% | -17.2% | +21.3% | +10.9% |
| 6M | +14.4% | -12.0% | +26.5% | +18.6% |
| YTD | +17.5% | -26.3% | +43.8% | +29.7% |
| 1Y | +27.5% | -33.5% | +61.0% | +47.0% |
| 3Y | +71.6% | +6.4% | +65.2% | +55.5% |
| 5Y | +100.6% | -20.9% | +121.5% | +104.9% |
| 10Y | +243.0% | +120.8% | +122.2% | +132.0% |
| All | +243.0% | +129.6% | +113.4% | +132.0% |
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