+1,914.6%
CLS vs XYL
+100.4%
+1,814.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.5% |
| 7D | +16.3% | -3.7% | +20.0% | +18.8% |
| 30D | -25.7% | -8.3% | -17.3% | -24.5% |
| 3M | -30.9% | -21.4% | -9.4% | -22.5% |
| 6M | -35.5% | -12.9% | -22.6% | -33.0% |
| YTD | -18.7% | -30.1% | +11.4% | -2.8% |
| 1Y | -17.9% | -35.2% | +17.3% | +3.4% |
| 3Y | +838.1% | -0.8% | +838.9% | +803.9% |
| 5Y | +1,971.9% | -23.2% | +1,995.1% | +2,179.8% |
| All | +1,914.6% | +100.4% | +1,814.2% | +1,239.9% |
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 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