+2,953.7%
CLS vs XYL
+149.5%
+2,804.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.8% |
| 7D | +5.0% | -1.2% | +6.2% | +5.8% |
| 30D | +4.8% | -13.2% | +18.0% | +14.9% |
| 3M | -10.4% | -0.2% | -10.2% | -11.1% |
| 6M | +20.8% | -12.5% | +33.3% | +31.6% |
| YTD | +10.0% | -20.9% | +30.9% | +26.7% |
| 1Y | +28.5% | -21.6% | +50.1% | +49.2% |
| 3Y | +1,292.2% | +16.1% | +1,276.1% | +1,169.4% |
| 5Y | +3,616.8% | -15.6% | +3,632.4% | +3,906.0% |
| All | +2,953.7% | +149.5% | +2,804.2% | +1,885.6% |
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 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