-51.4%
CLF vs XYL
-21.3%
-30.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +3.1% |
| 7D | -19.6% | +5.9% | -25.5% | -23.0% |
| 30D | -5.0% | -3.9% | -1.1% | -5.1% |
| 3M | -6.3% | -18.7% | +12.4% | +5.5% |
| 6M | +2.8% | -16.9% | +19.6% | +13.4% |
| YTD | -13.7% | -27.4% | +13.7% | +4.4% |
| 1Y | +13.6% | -34.0% | +47.6% | +48.2% |
| 3Y | -34.0% | +5.6% | -39.6% | -39.0% |
| All | -51.4% | -21.3% | -30.1% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling