-3.3%
CLX vs XYL
+149.5%
-152.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -5.9% | -1.2% | -4.6% | -5.7% |
| 30D | -17.0% | -13.2% | -3.9% | -15.0% |
| 3M | -9.6% | -0.2% | -9.4% | -9.5% |
| 6M | -21.5% | -12.5% | -9.0% | -19.7% |
| YTD | -8.8% | -20.9% | +12.1% | -5.3% |
| 1Y | -24.7% | -21.6% | -3.1% | -21.8% |
| 3Y | -35.6% | +16.1% | -51.8% | -38.0% |
| 5Y | -37.6% | -15.6% | -22.0% | -38.2% |
| All | -3.3% | +149.5% | -152.8% | -20.4% |
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