+631.6%
CB vs XYL
+449.8%
+181.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.2% |
| 7D | +0.5% | -5.0% | +5.5% | +2.4% |
| 30D | -3.1% | -13.2% | +10.1% | +2.0% |
| 3M | +9.0% | -3.7% | +12.7% | +10.0% |
| 6M | +2.9% | -17.7% | +20.5% | +9.7% |
| YTD | +10.1% | -21.5% | +31.6% | +19.1% |
| 1Y | +22.8% | -24.5% | +47.3% | +34.6% |
| 3Y | +73.8% | +6.9% | +66.9% | +61.2% |
| 5Y | +99.2% | -18.1% | +117.2% | +101.8% |
| 10Y | +218.2% | +134.7% | +83.5% | +111.5% |
| All | +631.6% | +449.8% | +181.8% | +280.7% |
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