+3,542.1%
CLS vs XYL
-14.7%
+3,556.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.7% | +3.6% |
| 7D | +12.8% | +1.8% | +11.0% | +11.5% |
| 30D | +3.8% | -9.2% | +13.0% | +10.8% |
| 3M | -14.6% | -0.3% | -14.4% | -15.4% |
| 6M | +32.2% | -11.0% | +43.2% | +42.7% |
| YTD | +11.6% | -19.2% | +30.8% | +27.1% |
| 1Y | +35.1% | -21.2% | +56.3% | +56.9% |
| 3Y | +1,312.5% | +18.6% | +1,293.9% | +1,179.5% |
| 5Y | +3,542.1% | -14.3% | +3,556.4% | +3,793.1% |
| All | +3,542.1% | -14.7% | +3,556.8% | +3,793.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling