+74.6%
CLF vs XYL
+100.4%
-25.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.4% | -3.7% | +14.1% | +13.7% |
| 30D | +0.6% | -8.3% | +8.9% | +4.2% |
| 3M | +4.1% | -21.4% | +25.5% | +22.7% |
| 6M | +15.1% | -12.9% | +28.0% | +23.6% |
| YTD | -4.7% | -30.1% | +25.3% | +22.2% |
| 1Y | +20.4% | -35.2% | +55.5% | +65.2% |
| 3Y | -23.4% | -0.8% | -22.6% | -28.1% |
| 5Y | -43.3% | -23.2% | -20.0% | -34.7% |
| All | +74.6% | +100.4% | -25.8% | -11.0% |
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