+487.0%
CF vs XYL
+129.6%
+357.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | -0.9% | +2.1% | -2.9% | -1.9% |
| 30D | +6.9% | -3.4% | +10.3% | +7.3% |
| 3M | +4.8% | -17.2% | +22.0% | +12.1% |
| 6M | +4.7% | -12.0% | +16.7% | +8.3% |
| YTD | +56.5% | -26.3% | +82.8% | +73.0% |
| 1Y | +48.4% | -33.5% | +81.9% | +72.4% |
| 3Y | +59.1% | +6.4% | +52.7% | +39.8% |
| 5Y | +109.5% | -20.9% | +130.4% | +113.4% |
| 10Y | +487.0% | +120.8% | +366.1% | +191.9% |
| All | +487.0% | +129.6% | +357.4% | +191.9% |
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