+73.2%
CB vs XYL
+12.6%
+60.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.7% |
| 7D | +0.5% | -5.0% | +5.5% | +1.1% |
| 30D | -3.1% | -13.2% | +10.1% | -1.5% |
| 3M | +9.0% | -3.7% | +12.7% | +9.4% |
| 6M | +2.9% | -17.7% | +20.5% | +5.3% |
| YTD | +10.1% | -21.5% | +31.6% | +13.3% |
| 1Y | +22.8% | -24.5% | +47.3% | +27.0% |
| All | +73.2% | +12.6% | +60.6% | +68.4% |
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