+196.4%
CFG vs XYL
+12.6%
+183.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +1.2% |
| 7D | +1.5% | -5.0% | +6.6% | +4.7% |
| 30D | -3.8% | -13.2% | +9.4% | +4.6% |
| 3M | +11.5% | -3.7% | +15.2% | +13.3% |
| 6M | +19.2% | -17.7% | +36.9% | +33.2% |
| YTD | +23.7% | -21.5% | +45.2% | +41.6% |
| 1Y | +38.8% | -24.5% | +63.3% | +62.8% |
| All | +196.4% | +12.6% | +183.8% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling