-33.6%
CLX vs XYL
+18.1%
-51.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -2.2% |
| 7D | -3.5% | +1.8% | -5.3% | -3.9% |
| 30D | -11.9% | -9.2% | -2.6% | -10.1% |
| 3M | -2.6% | -0.3% | -2.3% | -2.2% |
| 6M | -18.2% | -11.0% | -7.2% | -16.4% |
| YTD | -5.9% | -19.2% | +13.3% | -2.8% |
| 1Y | -23.8% | -21.2% | -2.6% | -21.1% |
| 3Y | -33.6% | +18.6% | -52.2% | -39.9% |
| All | -33.6% | +18.1% | -51.7% | -39.9% |
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