-22.7%
CLX vs XYL
-23.5%
+0.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | +7.8% | -5.9% | +13.6% | +9.2% |
| 30D | +28.5% | -7.3% | +35.8% | +30.1% |
| 3M | +1.3% | -22.5% | +23.8% | +6.7% |
| 6M | +23.4% | -14.4% | +37.8% | +27.3% |
| YTD | +11.4% | -29.4% | +40.7% | +19.0% |
| 1Y | +6.9% | -35.6% | +42.5% | +16.3% |
| 3Y | -9.8% | +0.3% | -10.0% | -12.5% |
| 5Y | -22.7% | -22.3% | -0.3% | -32.7% |
| All | -22.7% | -23.5% | +0.8% | -32.7% |
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 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