+337.5%
COP vs XYL
+149.5%
+188.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | +1.0% | -1.2% | +2.2% | +1.5% |
| 30D | +9.6% | -13.2% | +22.7% | +17.0% |
| 3M | +15.0% | -0.2% | +15.2% | +13.8% |
| 6M | +21.8% | -12.5% | +34.2% | +27.6% |
| YTD | +49.6% | -20.9% | +70.5% | +64.2% |
| 1Y | +49.9% | -21.6% | +71.4% | +64.7% |
| 3Y | +22.6% | +16.1% | +6.5% | +4.1% |
| 5Y | +193.6% | -15.6% | +209.2% | +195.0% |
| All | +337.5% | +149.5% | +188.0% | +130.7% |
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 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