+549.2%
CF vs XYL
+449.8%
+99.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.3% |
| 7D | +6.0% | -5.0% | +11.1% | +8.4% |
| 30D | +14.8% | -13.2% | +28.1% | +22.0% |
| 3M | +14.1% | -3.7% | +17.8% | +15.0% |
| 6M | +28.5% | -17.7% | +46.2% | +37.9% |
| YTD | +74.9% | -21.5% | +96.5% | +90.6% |
| 1Y | +61.7% | -24.5% | +86.2% | +79.0% |
| 3Y | +80.3% | +6.9% | +73.4% | +62.0% |
| 5Y | +226.0% | -18.1% | +244.0% | +227.1% |
| 10Y | +569.9% | +134.7% | +435.1% | +269.1% |
| All | +549.2% | +449.8% | +99.4% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling