+209.1%
CFG vs XYL
+102.4%
+106.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +2.1% |
| 7D | -0.8% | -5.9% | +5.1% | +3.5% |
| 30D | +3.1% | -7.3% | +10.4% | +6.8% |
| 3M | -9.7% | -22.5% | +12.8% | +5.9% |
| 6M | +6.7% | -14.4% | +21.1% | +15.9% |
| YTD | +15.2% | -29.4% | +44.6% | +42.9% |
| 1Y | +28.8% | -35.6% | +64.4% | +71.1% |
| 3Y | +190.1% | +0.3% | +189.8% | +169.2% |
| 5Y | +63.4% | -22.3% | +85.7% | +79.8% |
| All | +209.1% | +102.4% | +106.7% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling