+22.6%
CB vs XYL
-21.6%
+44.3%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | -0.5% | +0.8% | -1.4% | -0.6% |
| 30D | -3.1% | -10.8% | +7.8% | -2.5% |
| 3M | +4.2% | -2.5% | +6.7% | +4.6% |
| 6M | +4.7% | -12.2% | +16.9% | +5.5% |
| YTD | +8.8% | -20.1% | +28.9% | +10.2% |
| 1Y | +22.6% | -20.6% | +43.3% | +22.9% |
| All | +22.6% | -21.6% | +44.3% | +22.9% |
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