+336.7%
COP vs XYL
+100.4%
+236.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.4% | -3.7% | +8.1% | +6.2% |
| 30D | 0.0% | -8.3% | +8.3% | +2.8% |
| 3M | +15.0% | -21.4% | +36.5% | +26.9% |
| 6M | +22.0% | -12.9% | +34.9% | +26.6% |
| YTD | +55.3% | -30.1% | +85.4% | +78.2% |
| 1Y | +64.1% | -35.2% | +99.3% | +95.8% |
| 3Y | +34.1% | -0.8% | +34.8% | +21.8% |
| 5Y | +133.4% | -23.2% | +156.6% | +141.1% |
| All | +336.7% | +100.4% | +236.3% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling