+477.3%
CF vs XYL
+420.4%
+56.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.6% |
| 7D | +0.4% | +10.2% | -9.8% | -4.0% |
| 30D | +2.2% | -4.3% | +6.5% | +3.0% |
| 3M | +2.1% | -17.8% | +20.0% | +9.7% |
| 6M | -6.5% | -13.4% | +6.8% | -2.6% |
| YTD | +55.6% | -25.7% | +81.3% | +71.5% |
| 1Y | +42.3% | -32.7% | +75.0% | +64.3% |
| 3Y | +55.7% | +7.1% | +48.6% | +38.0% |
| 5Y | +122.4% | -18.7% | +141.2% | +120.5% |
| 10Y | +568.5% | +138.7% | +429.9% | +261.1% |
| All | +477.3% | +420.4% | +56.8% | +118.3% |
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