+811.7%
CLS vs XYL
+5.6%
+806.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.5% | +6.4% | +7.1% |
| 7D | -10.6% | +2.1% | -12.6% | -11.6% |
| 30D | -38.4% | -3.4% | -35.1% | -39.4% |
| 3M | -29.9% | -17.2% | -12.7% | -22.3% |
| 6M | -40.6% | -12.0% | -28.6% | -38.2% |
| YTD | -24.6% | -26.3% | +1.7% | -10.0% |
| 1Y | -30.8% | -33.5% | +2.7% | -8.9% |
| 3Y | +811.7% | +6.4% | +805.3% | +708.9% |
| All | +811.7% | +5.6% | +806.2% | +708.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling