-76.3%
CLF vs XYL
+449.8%
-526.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +3.6% |
| 7D | +7.6% | -5.0% | +12.6% | +12.4% |
| 30D | -1.2% | -13.2% | +12.0% | +11.4% |
| 3M | -13.4% | -3.7% | -9.7% | -11.3% |
| 6M | +15.4% | -17.7% | +33.1% | +35.5% |
| YTD | -5.9% | -21.5% | +15.7% | +14.1% |
| 1Y | +18.8% | -24.5% | +43.3% | +49.3% |
| 3Y | -19.4% | +6.9% | -26.3% | -26.1% |
| 5Y | -47.7% | -18.1% | -29.6% | -41.1% |
| 10Y | +130.4% | +134.7% | -4.3% | +2.8% |
| All | -76.3% | +449.8% | -526.1% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling