+43.1%
COF vs XYL
-16.2%
+59.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -5.1% | +1.2% | -6.3% | -5.9% |
| 30D | -6.0% | -11.9% | +5.9% | +1.2% |
| 3M | +14.8% | -1.5% | +16.4% | +15.4% |
| 6M | +15.3% | -11.9% | +27.2% | +23.5% |
| YTD | -13.0% | -20.6% | +7.5% | -1.1% |
| 1Y | -5.7% | -23.5% | +17.8% | +9.6% |
| 3Y | +118.1% | +14.9% | +103.3% | +95.9% |
| All | +43.1% | -16.2% | +59.3% | +37.5% |
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