+76.3%
CL vs XYL
+129.6%
-53.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.1% |
| 7D | +0.5% | +2.1% | -1.5% | +0.1% |
| 30D | +11.6% | -3.4% | +14.9% | +12.1% |
| 3M | +5.6% | -17.2% | +22.8% | +9.9% |
| 6M | +13.2% | -12.0% | +25.2% | +15.9% |
| YTD | +26.9% | -26.3% | +53.2% | +35.0% |
| 1Y | +27.3% | -33.5% | +60.8% | +38.8% |
| 3Y | +39.7% | +6.4% | +33.3% | +32.5% |
| 5Y | +41.3% | -20.9% | +62.2% | +42.7% |
| 10Y | +76.3% | +120.8% | -44.6% | +40.9% |
| All | +76.3% | +129.6% | -53.3% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling