+71.8%
CB vs XYL
+5.2%
+66.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | +0.2% | +5.9% | -5.6% | -0.4% |
| 30D | +9.1% | -3.9% | +13.0% | +9.3% |
| 3M | +3.4% | -18.7% | +22.1% | +5.6% |
| 6M | +14.1% | -16.9% | +31.0% | +16.2% |
| YTD | +18.0% | -27.4% | +45.4% | +22.2% |
| 1Y | +30.1% | -34.0% | +64.2% | +36.9% |
| 3Y | +71.8% | +5.6% | +66.2% | +61.3% |
| All | +71.8% | +5.2% | +66.5% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling