+20.2%
CLF vs XYL
-30.7%
+50.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.0% | -14.2% | -10.5% |
| 7D | -7.9% | +14.5% | -22.4% | -11.9% |
| 30D | +5.2% | -1.3% | +6.6% | +3.6% |
| 3M | +4.3% | -17.0% | +21.3% | +13.8% |
| 6M | +25.3% | -11.3% | +36.6% | +29.8% |
| YTD | -3.3% | -25.0% | +21.7% | +5.2% |
| 1Y | +20.2% | -31.5% | +51.8% | +44.3% |
| All | +20.2% | -30.7% | +50.9% | +44.3% |
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