+329.9%
COP vs XYL
+100.1%
+229.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +3.4% | -6.0% | +9.4% | +6.3% |
| 30D | -0.6% | -8.3% | +7.7% | +2.2% |
| 3M | +10.8% | -22.6% | +33.3% | +23.1% |
| 6M | +19.6% | -15.0% | +34.7% | +25.7% |
| YTD | +52.9% | -30.2% | +83.1% | +75.5% |
| 1Y | +62.2% | -36.4% | +98.6% | +95.5% |
| 3Y | +32.4% | -0.9% | +33.2% | +20.3% |
| 5Y | +129.7% | -23.4% | +153.1% | +137.5% |
| All | +329.9% | +100.1% | +229.8% | +153.4% |
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