+119.4%
CLX vs XYL
+449.8%
-330.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | -9.2% | -5.0% | -4.2% | -8.5% |
| 30D | -11.0% | -13.2% | +2.2% | -9.0% |
| 3M | +5.0% | -3.7% | +8.7% | +5.8% |
| 6M | -18.8% | -17.7% | -1.1% | -16.3% |
| YTD | -4.4% | -21.5% | +17.1% | -0.9% |
| 1Y | -21.9% | -24.5% | +2.6% | -18.5% |
| 3Y | -32.8% | +6.9% | -39.7% | -34.2% |
| 5Y | -34.6% | -18.1% | -16.5% | -34.5% |
| 10Y | -4.7% | +134.7% | -139.4% | -19.9% |
| All | +119.4% | +449.8% | -330.4% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling