+684.1%
CB vs XYL
+408.9%
+275.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.0% |
| 7D | +0.2% | +5.9% | -5.6% | -1.9% |
| 30D | +9.1% | -3.9% | +13.0% | +9.9% |
| 3M | +3.4% | -18.7% | +22.1% | +10.6% |
| 6M | +14.1% | -16.9% | +31.0% | +20.5% |
| YTD | +18.0% | -27.4% | +45.4% | +30.2% |
| 1Y | +30.1% | -34.0% | +64.2% | +48.9% |
| 3Y | +71.8% | +5.6% | +66.2% | +58.6% |
| 5Y | +101.8% | -20.6% | +122.4% | +104.7% |
| 10Y | +252.1% | +133.4% | +118.7% | +133.7% |
| All | +684.1% | +408.9% | +275.3% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling