-17.6%
CNH vs XYL
-23.3%
+5.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +3.0% | -3.7% | +6.8% | +5.4% |
| 30D | -0.6% | -8.3% | +7.7% | +3.3% |
| 3M | +14.6% | -21.4% | +36.1% | +30.5% |
| 6M | +11.8% | -12.9% | +24.7% | +19.5% |
| YTD | +30.4% | -30.1% | +60.5% | +58.8% |
| 1Y | +19.1% | -35.2% | +54.2% | +51.8% |
| 3Y | +30.2% | -0.8% | +31.0% | +26.3% |
| All | -17.6% | -23.3% | +5.7% | -4.4% |
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