+191.7%
COP vs XYL
-14.7%
+206.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | 0.0% |
| 7D | -0.8% | +1.8% | -2.6% | -1.2% |
| 30D | +15.6% | -9.2% | +24.8% | +17.9% |
| 3M | +14.3% | -0.3% | +14.6% | +13.7% |
| 6M | +17.0% | -11.0% | +27.9% | +19.2% |
| YTD | +47.4% | -19.2% | +66.6% | +53.8% |
| 1Y | +52.4% | -21.2% | +73.6% | +59.9% |
| 3Y | +20.8% | +18.6% | +2.2% | +11.1% |
| 5Y | +191.7% | -14.3% | +206.0% | +191.2% |
| All | +191.7% | -14.7% | +206.4% | +191.2% |
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 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