+45.0%
CG vs XYL
-0.5%
+45.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +0.9% |
| 7D | +0.2% | -3.7% | +3.9% | +2.9% |
| 30D | +11.2% | -8.3% | +19.5% | +16.1% |
| 3M | -22.1% | -21.4% | -0.7% | -8.7% |
| 6M | -17.9% | -12.9% | -5.0% | -11.7% |
| YTD | -31.3% | -30.1% | -1.2% | -12.4% |
| 1Y | -24.0% | -35.2% | +11.2% | +3.3% |
| 3Y | +45.0% | -0.8% | +45.7% | +37.2% |
| All | +45.0% | -0.5% | +45.4% | +37.2% |
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