+274.8%
CG vs XYL
+100.4%
+174.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +0.9% |
| 7D | +0.2% | -3.7% | +3.9% | +2.8% |
| 30D | +11.2% | -8.3% | +19.5% | +16.3% |
| 3M | -22.1% | -21.4% | -0.7% | -9.6% |
| 6M | -17.9% | -12.9% | -5.0% | -11.6% |
| YTD | -31.3% | -30.1% | -1.2% | -14.3% |
| 1Y | -24.0% | -35.2% | +11.2% | -0.1% |
| 3Y | +45.0% | -0.8% | +45.7% | +42.6% |
| 5Y | -22.6% | -23.2% | +0.6% | -12.2% |
| All | +274.8% | +100.4% | +174.4% | +162.9% |
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