+2,953.2%
CLS vs XYL
+389.1%
+2,564.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.2% |
| 7D | +23.5% | -6.0% | +29.5% | +27.6% |
| 30D | -28.9% | -8.3% | -20.6% | -27.9% |
| 3M | -25.2% | -22.6% | -2.6% | -16.3% |
| 6M | -32.1% | -15.0% | -17.0% | -28.6% |
| YTD | -14.1% | -30.2% | +16.1% | +1.1% |
| 1Y | -24.1% | -36.4% | +12.3% | -5.4% |
| 3Y | +897.0% | -0.9% | +897.9% | +871.7% |
| 5Y | +2,089.9% | -23.4% | +2,113.3% | +2,297.2% |
| 10Y | +2,022.2% | +100.9% | +1,921.3% | +1,351.0% |
| All | +2,953.2% | +389.1% | +2,564.1% | +1,347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling