+220.7%
CF vs XYL
-17.7%
+238.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.0% |
| 7D | +6.0% | -5.0% | +11.1% | +6.5% |
| 30D | +14.8% | -13.2% | +28.1% | +16.5% |
| 3M | +14.1% | -3.7% | +17.8% | +14.2% |
| 6M | +28.5% | -17.7% | +46.2% | +31.2% |
| YTD | +74.9% | -21.5% | +96.5% | +79.5% |
| 1Y | +61.7% | -24.5% | +86.2% | +66.8% |
| 3Y | +80.3% | +6.9% | +73.4% | +73.1% |
| All | +220.7% | -17.7% | +238.4% | +235.8% |
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