+103.2%
CB vs XYL
-21.3%
+124.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | +0.2% | +5.9% | -5.6% | -1.0% |
| 30D | +9.1% | -3.9% | +13.0% | +9.6% |
| 3M | +3.4% | -18.7% | +22.1% | +7.9% |
| 6M | +14.1% | -16.9% | +31.0% | +18.2% |
| YTD | +18.0% | -27.4% | +45.4% | +25.8% |
| 1Y | +30.1% | -34.0% | +64.2% | +42.4% |
| 3Y | +71.8% | +5.6% | +66.2% | +59.4% |
| All | +103.2% | -21.3% | +124.5% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling