+113.8%
CF vs XYL
-23.7%
+137.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +5.4% | -6.0% | +11.4% | +5.9% |
| 30D | +6.5% | -8.3% | +14.8% | +7.2% |
| 3M | +4.6% | -22.6% | +27.2% | +7.2% |
| 6M | -3.3% | -15.0% | +11.7% | -2.2% |
| YTD | +63.9% | -30.2% | +94.1% | +69.8% |
| 1Y | +50.4% | -36.4% | +86.8% | +58.5% |
| 3Y | +68.2% | -0.9% | +69.1% | +61.5% |
| 5Y | +113.8% | -23.4% | +137.2% | +149.4% |
| All | +113.8% | -23.7% | +137.5% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling