+112.0%
CF vs XYL
-21.3%
+133.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | -3.2% | +5.9% | -9.0% | -3.8% |
| 30D | +4.3% | -3.9% | +8.2% | +4.5% |
| 3M | +2.8% | -18.7% | +21.5% | +4.8% |
| 6M | +0.6% | -16.9% | +17.5% | +2.2% |
| YTD | +56.6% | -27.4% | +84.0% | +61.8% |
| 1Y | +49.6% | -34.0% | +83.6% | +57.1% |
| 3Y | +61.5% | +5.6% | +55.9% | +53.9% |
| All | +112.0% | -21.3% | +133.3% | +149.1% |
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