-36.8%
CLX vs XYL
-15.4%
-21.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -4.9% | +0.8% | -5.8% | -5.1% |
| 30D | -15.8% | -10.8% | -5.0% | -13.7% |
| 3M | -7.9% | -2.5% | -5.4% | -7.3% |
| 6M | -19.0% | -12.2% | -6.9% | -16.8% |
| YTD | -7.9% | -20.1% | +12.1% | -4.0% |
| 1Y | -25.4% | -20.6% | -4.7% | -22.1% |
| 3Y | -35.0% | +17.3% | -52.3% | -38.7% |
| 5Y | -36.8% | -14.5% | -22.3% | -43.9% |
| All | -36.8% | -15.4% | -21.3% | -43.9% |
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 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