+350.2%
CG vs XYL
+362.8%
-12.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.4% |
| 7D | -4.3% | -5.0% | +0.7% | -1.2% |
| 30D | -5.1% | -13.2% | +8.1% | +3.6% |
| 3M | +8.7% | -3.7% | +12.4% | +11.0% |
| 6M | -9.2% | -17.7% | +8.5% | +1.8% |
| YTD | -18.9% | -21.5% | +2.7% | -6.3% |
| 1Y | -25.6% | -24.5% | -1.1% | -12.0% |
| 3Y | +57.3% | +6.9% | +50.3% | +50.8% |
| 5Y | +10.2% | -18.1% | +28.2% | +20.7% |
| 10Y | +364.2% | +134.7% | +229.5% | +199.6% |
| All | +350.2% | +362.8% | -12.6% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling