+32.1%
CL vs XYL
-30.7%
+62.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.0% | -1.7% | +2.5% |
| 7D | +7.7% | +14.5% | -6.8% | +5.8% |
| 30D | +15.2% | -1.3% | +16.6% | +15.0% |
| 3M | +7.3% | -17.0% | +24.3% | +8.9% |
| 6M | +17.0% | -11.3% | +28.3% | +18.5% |
| YTD | +28.0% | -25.0% | +52.9% | +30.0% |
| 1Y | +32.1% | -31.5% | +63.7% | +36.0% |
| All | +32.1% | -30.7% | +62.8% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling