+80.1%
CLF vs XYL
+129.6%
-49.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.5% | +5.8% |
| 7D | -14.1% | +2.1% | -16.1% | -15.9% |
| 30D | -5.5% | -3.4% | -2.2% | -6.1% |
| 3M | 0.0% | -17.2% | +17.2% | +13.1% |
| 6M | +11.3% | -12.0% | +23.3% | +18.9% |
| YTD | -7.7% | -26.3% | +18.6% | +13.8% |
| 1Y | +17.5% | -33.5% | +51.0% | +58.7% |
| 3Y | -25.4% | +6.4% | -31.8% | -33.8% |
| 5Y | -46.0% | -20.9% | -25.1% | -39.0% |
| 10Y | +80.1% | +120.8% | -40.8% | -11.3% |
| All | +80.1% | +129.6% | -49.5% | -11.3% |
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 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