+74.9%
CB vs XYL
-0.5%
+75.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +2.9% | -3.7% | +6.7% | +3.4% |
| 30D | +7.3% | -8.3% | +15.6% | +8.1% |
| 3M | +9.4% | -21.4% | +30.8% | +12.2% |
| 6M | +19.6% | -12.9% | +32.6% | +21.1% |
| YTD | +21.5% | -30.1% | +51.6% | +26.3% |
| 1Y | +28.0% | -35.2% | +63.2% | +34.7% |
| 3Y | +74.9% | -0.8% | +75.6% | +68.6% |
| All | +74.9% | -0.5% | +75.3% | +68.6% |
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 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