+38.2%
CL vs XYL
-0.6%
+38.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.8% | -6.0% | +5.2% | -0.1% |
| 30D | +9.5% | -8.3% | +17.8% | +10.3% |
| 3M | +6.6% | -22.6% | +29.2% | +9.1% |
| 6M | +13.2% | -15.0% | +28.3% | +15.0% |
| YTD | +26.9% | -30.2% | +57.0% | +30.6% |
| 1Y | +27.6% | -36.4% | +64.0% | +32.4% |
| All | +38.2% | -0.6% | +38.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling