+338.5%
COP vs XYL
+403.7%
-65.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +2.0% |
| 7D | -6.1% | +0.6% | -6.7% | -6.6% |
| 30D | +1.1% | -5.7% | +6.8% | +2.7% |
| 3M | +10.9% | -19.8% | +30.7% | +21.1% |
| 6M | +20.8% | -14.2% | +35.0% | +26.4% |
| YTD | +48.0% | -28.1% | +76.1% | +67.1% |
| 1Y | +58.5% | -35.0% | +93.5% | +88.2% |
| 3Y | +28.1% | +2.1% | +26.0% | +16.5% |
| 5Y | +120.5% | -22.1% | +142.6% | +125.2% |
| 10Y | +310.1% | +107.0% | +203.2% | +141.7% |
| All | +338.5% | +403.7% | -65.2% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling