+116.9%
COF vs XYL
+15.2%
+101.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.2% |
| 7D | -6.1% | -1.2% | -4.8% | -5.4% |
| 30D | -5.2% | -13.2% | +8.0% | +3.1% |
| 3M | +17.0% | -0.2% | +17.2% | +16.5% |
| 6M | +12.9% | -12.5% | +25.4% | +21.4% |
| YTD | -13.5% | -20.9% | +7.3% | -1.3% |
| 1Y | -5.9% | -21.6% | +15.7% | +7.8% |
| All | +116.9% | +15.2% | +101.7% | +107.0% |
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