+176.4%
CL vs XYL
+449.8%
-273.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.0% |
| 7D | -2.2% | -5.0% | +2.9% | -1.0% |
| 30D | -4.8% | -13.2% | +8.4% | -1.7% |
| 3M | +4.9% | -3.7% | +8.6% | +5.6% |
| 6M | -5.7% | -17.7% | +12.0% | -1.7% |
| YTD | +14.4% | -21.5% | +35.9% | +20.3% |
| 1Y | +8.7% | -24.5% | +33.2% | +15.2% |
| 3Y | +30.0% | +6.9% | +23.0% | +24.3% |
| 5Y | +28.4% | -18.1% | +46.4% | +29.1% |
| 10Y | +50.1% | +134.7% | -84.6% | +12.5% |
| All | +176.4% | +449.8% | -273.3% | +73.5% |
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