-7.8%
CLX vs XYL
-0.5%
-7.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +9.5% | -3.7% | +13.2% | +10.3% |
| 30D | +30.7% | -8.3% | +39.0% | +32.3% |
| 3M | +4.2% | -21.4% | +25.7% | +8.8% |
| 6M | +22.1% | -12.9% | +35.1% | +25.5% |
| YTD | +14.1% | -30.1% | +44.1% | +20.4% |
| 1Y | +10.3% | -35.2% | +45.5% | +17.6% |
| 3Y | -7.8% | -0.8% | -7.0% | -13.7% |
| All | -7.8% | -0.5% | -7.3% | -13.7% |
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