+216.8%
CB vs XYL
+141.5%
+75.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.6% |
| 7D | -0.6% | +1.8% | -2.4% | -1.3% |
| 30D | -3.9% | -9.2% | +5.3% | -0.3% |
| 3M | +4.9% | -0.3% | +5.2% | +4.4% |
| 6M | +3.3% | -11.0% | +14.2% | +7.2% |
| YTD | +8.5% | -19.2% | +27.7% | +16.6% |
| 1Y | +22.1% | -21.2% | +43.3% | +32.3% |
| 3Y | +70.1% | +18.6% | +51.5% | +48.5% |
| 5Y | +97.4% | -14.3% | +111.7% | +96.9% |
| 10Y | +216.8% | +141.0% | +75.8% | +101.5% |
| All | +216.8% | +141.5% | +75.3% | +101.5% |
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