+312.1%
CG vs XYL
+149.5%
+162.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -1.7% |
| 7D | -9.8% | -1.2% | -8.6% | -9.1% |
| 30D | -10.3% | -13.2% | +2.9% | -1.3% |
| 3M | -1.7% | -0.2% | -1.5% | -1.9% |
| 6M | -9.8% | -12.5% | +2.7% | -2.0% |
| YTD | -25.6% | -20.9% | -4.7% | -13.3% |
| 1Y | -32.5% | -21.6% | -11.0% | -20.9% |
| 3Y | +45.6% | +16.1% | +29.5% | +30.8% |
| 5Y | +3.7% | -15.6% | +19.3% | +11.7% |
| All | +312.1% | +149.5% | +162.6% | +158.8% |
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