+102.5%
CFG vs XYL
-17.7%
+120.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +1.1% |
| 7D | +1.5% | -5.0% | +6.6% | +4.5% |
| 30D | -3.8% | -13.2% | +9.4% | +4.0% |
| 3M | +11.5% | -3.7% | +15.2% | +13.3% |
| 6M | +19.2% | -17.7% | +36.9% | +32.2% |
| YTD | +23.7% | -21.5% | +45.2% | +40.4% |
| 1Y | +38.8% | -24.5% | +63.3% | +61.0% |
| 3Y | +178.9% | +6.9% | +172.0% | +162.0% |
| All | +102.5% | -17.7% | +120.2% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling