+36.7%
CLS vs XYL
-21.6%
+58.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.8% |
| 7D | +20.1% | +0.8% | +19.3% | +19.5% |
| 30D | +6.0% | -10.8% | +16.9% | +13.3% |
| 3M | -10.3% | -2.5% | -7.7% | -11.1% |
| 6M | +24.5% | -12.2% | +36.7% | +33.0% |
| YTD | +12.9% | -20.1% | +32.9% | +20.7% |
| 1Y | +36.7% | -20.6% | +57.3% | +57.8% |
| All | +36.7% | -21.6% | +58.3% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling