+120.5%
COP vs XYL
-22.7%
+143.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.3% |
| 7D | -6.1% | +0.6% | -6.7% | -6.3% |
| 30D | +1.1% | -5.7% | +6.8% | +1.9% |
| 3M | +10.9% | -19.8% | +30.7% | +15.5% |
| 6M | +20.8% | -14.2% | +35.0% | +23.3% |
| YTD | +48.0% | -28.1% | +76.1% | +57.5% |
| 1Y | +58.5% | -35.0% | +93.5% | +73.5% |
| 3Y | +28.1% | +2.1% | +26.0% | +21.0% |
| 5Y | +120.5% | -22.1% | +142.6% | +144.6% |
| All | +120.5% | -22.7% | +143.1% | +144.6% |
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