-44.8%
COMP vs XYL
+6.4%
-51.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +2.6% |
| 7D | +1.4% | -5.0% | +6.4% | +6.7% |
| 30D | -13.3% | -13.2% | -0.1% | -0.2% |
| 3M | +41.1% | -3.7% | +44.8% | +45.8% |
| 6M | +17.2% | -17.7% | +34.9% | +41.7% |
| YTD | +5.2% | -21.5% | +26.7% | +32.1% |
| 1Y | +18.9% | -24.5% | +43.4% | +54.3% |
| 3Y | +215.9% | +6.9% | +209.0% | +167.9% |
| 5Y | -31.2% | -18.1% | -13.1% | -36.9% |
| All | -44.8% | +6.4% | -51.2% | -48.7% |
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 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