-47.8%
CLF vs XYL
-17.7%
-30.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +3.3% |
| 7D | +7.6% | -5.0% | +12.6% | +11.6% |
| 30D | -1.2% | -13.2% | +12.0% | +9.4% |
| 3M | -13.4% | -3.7% | -9.7% | -11.7% |
| 6M | +15.4% | -17.7% | +33.1% | +32.3% |
| YTD | -5.9% | -21.5% | +15.7% | +10.9% |
| 1Y | +18.8% | -24.5% | +43.3% | +44.5% |
| 3Y | -19.4% | +6.9% | -26.3% | -24.0% |
| All | -47.8% | -17.7% | -30.1% | -44.8% |
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