+116.3%
CLF vs XYL
+141.5%
-25.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.6% | -4.3% |
| 7D | +6.5% | +1.8% | +4.7% | +4.6% |
| 30D | +0.2% | -9.2% | +9.5% | +8.6% |
| 3M | -3.1% | -0.3% | -2.8% | -4.0% |
| 6M | +25.0% | -11.0% | +36.0% | +36.7% |
| YTD | -7.5% | -19.2% | +11.8% | +9.3% |
| 1Y | +11.5% | -21.2% | +32.7% | +35.0% |
| 3Y | -13.7% | +18.6% | -32.3% | -28.1% |
| 5Y | -47.0% | -14.3% | -32.7% | -42.3% |
| 10Y | +116.3% | +141.0% | -24.7% | -13.6% |
| All | +116.3% | +141.5% | -25.2% | -13.6% |
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