+237.0%
CFG vs XYL
+129.6%
+107.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.5% | +1.9% |
| 7D | +0.3% | +2.1% | -1.8% | -1.2% |
| 30D | +3.2% | -3.4% | +6.6% | +3.9% |
| 3M | -9.7% | -17.2% | +7.5% | +1.2% |
| 6M | +3.6% | -12.0% | +15.7% | +10.6% |
| YTD | +14.7% | -26.3% | +41.0% | +38.2% |
| 1Y | +29.6% | -33.5% | +63.0% | +68.5% |
| 3Y | +190.6% | +6.4% | +184.2% | +158.4% |
| 5Y | +67.1% | -20.9% | +88.0% | +82.2% |
| 10Y | +237.0% | +120.8% | +116.2% | +74.6% |
| All | +237.0% | +129.6% | +107.4% | +74.6% |
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