+11.5%
CLF vs XYL
-21.5%
+33.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.6% | -3.5% |
| 7D | +6.5% | +1.8% | +4.7% | +5.2% |
| 30D | +0.2% | -9.2% | +9.5% | +6.6% |
| 3M | -3.1% | -0.3% | -2.8% | -4.3% |
| 6M | +25.0% | -11.0% | +36.0% | +32.5% |
| YTD | -7.5% | -19.2% | +11.8% | +1.2% |
| 1Y | +11.5% | -21.2% | +32.7% | +32.6% |
| All | +11.5% | -21.5% | +33.0% | +32.6% |
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 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