+334.2%
COP vs XYL
+449.8%
-115.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.1% |
| 7D | +3.0% | -5.0% | +8.0% | +5.5% |
| 30D | +17.5% | -13.2% | +30.7% | +25.4% |
| 3M | +13.4% | -3.7% | +17.1% | +14.1% |
| 6M | +17.7% | -17.7% | +35.4% | +27.1% |
| YTD | +46.6% | -21.5% | +68.1% | +61.2% |
| 1Y | +44.6% | -24.5% | +69.1% | +61.7% |
| 3Y | +20.7% | +6.9% | +13.8% | +8.8% |
| 5Y | +185.0% | -18.1% | +203.1% | +188.9% |
| 10Y | +347.0% | +134.7% | +212.3% | +151.7% |
| All | +334.2% | +449.8% | -115.6% | +82.0% |
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