+202.4%
CL vs XYL
+408.9%
-206.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.6% |
| 7D | +1.3% | +5.9% | -4.5% | 0.0% |
| 30D | +11.4% | -3.9% | +15.3% | +12.0% |
| 3M | +4.4% | -18.7% | +23.1% | +9.1% |
| 6M | +10.8% | -16.9% | +27.7% | +14.9% |
| YTD | +25.1% | -27.4% | +52.5% | +33.4% |
| 1Y | +28.0% | -34.0% | +62.0% | +39.6% |
| 3Y | +37.6% | +5.6% | +32.0% | +31.4% |
| 5Y | +39.7% | -20.6% | +60.3% | +40.9% |
| 10Y | +75.8% | +133.4% | -57.6% | +31.5% |
| All | +202.4% | +408.9% | -206.5% | +92.5% |
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