+481.0%
CF vs XYL
+113.6%
+367.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.6% |
| 7D | +4.8% | +0.6% | +4.2% | +4.2% |
| 30D | +9.7% | -5.7% | +15.4% | +11.1% |
| 3M | +1.2% | -19.8% | +21.0% | +9.6% |
| 6M | +7.4% | -14.2% | +21.6% | +12.1% |
| YTD | +60.5% | -28.1% | +88.6% | +79.1% |
| 1Y | +50.7% | -35.0% | +85.7% | +76.6% |
| 3Y | +64.8% | +2.1% | +62.7% | +47.6% |
| 5Y | +115.8% | -22.1% | +137.9% | +120.5% |
| 10Y | +481.0% | +107.0% | +374.1% | +195.6% |
| All | +481.0% | +113.6% | +367.4% | +195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling