-9.2%
CG vs XYL
-16.5%
+7.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.5% |
| 7D | -4.3% | -5.0% | +0.7% | -1.6% |
| 30D | -5.1% | -13.2% | +8.1% | +2.0% |
| 3M | +8.7% | -3.7% | +12.4% | +10.9% |
| 6M | -9.2% | -17.7% | +8.5% | -1.2% |
| All | -9.2% | -16.5% | +7.3% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling