+29.9%
CFG vs XYL
-36.2%
+66.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +3.2% | -3.7% | +6.9% | +4.5% |
| 30D | +5.1% | -8.3% | +13.5% | +7.2% |
| 3M | -11.2% | -21.4% | +10.2% | -2.7% |
| 6M | +9.6% | -12.9% | +22.5% | +13.3% |
| YTD | +15.0% | -30.1% | +45.0% | +30.0% |
| 1Y | +29.9% | -35.2% | +65.0% | +55.5% |
| All | +29.9% | -36.2% | +66.1% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling