+5.5%
CG vs XYL
-15.4%
+21.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.2% |
| 7D | -6.4% | +0.8% | -7.3% | -7.1% |
| 30D | -7.1% | -10.8% | +3.8% | +1.4% |
| 3M | -1.6% | -2.5% | +1.0% | -0.2% |
| 6M | -8.3% | -12.2% | +3.8% | +0.3% |
| YTD | -23.8% | -20.1% | -3.7% | -10.2% |
| 1Y | -28.7% | -20.6% | -8.1% | -15.5% |
| 3Y | +49.2% | +17.3% | +31.8% | +28.3% |
| 5Y | +5.5% | -14.5% | +20.0% | +7.0% |
| All | +5.5% | -15.4% | +21.0% | +7.0% |
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