+481.2%
CF vs XYL
+408.9%
+72.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.6% |
| 7D | -3.2% | +5.9% | -9.0% | -5.8% |
| 30D | +4.3% | -3.9% | +8.2% | +4.9% |
| 3M | +2.8% | -18.7% | +21.5% | +10.9% |
| 6M | +0.6% | -16.9% | +17.5% | +6.8% |
| YTD | +56.6% | -27.4% | +84.0% | +74.3% |
| 1Y | +49.6% | -34.0% | +83.6% | +74.2% |
| 3Y | +61.5% | +5.6% | +55.9% | +43.8% |
| 5Y | +124.0% | -20.6% | +144.5% | +124.2% |
| 10Y | +573.2% | +133.4% | +439.8% | +267.0% |
| All | +481.2% | +408.9% | +72.4% | +121.9% |
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 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