-65.0%
CBRS vs XYL
-13.8%
-51.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.2% | +11.1% | +11.3% |
| 7D | +21.2% | -3.7% | +25.0% | +17.9% |
| 30D | -23.2% | -8.3% | -14.8% | -26.6% |
| 3M | -52.9% | -21.4% | -31.5% | -60.7% |
| All | -65.0% | -13.8% | -51.3% | -66.4% |
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