+1,429.8%
COST vs XYL
+459.9%
+969.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.5% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -5.3% | -10.8% | +5.6% | -2.3% |
| 3M | -6.7% | -2.5% | -4.1% | -6.3% |
| 6M | -9.9% | -12.2% | +2.2% | -7.2% |
| YTD | +5.1% | -20.1% | +25.2% | +11.1% |
| 1Y | -7.3% | -20.6% | +13.4% | -2.0% |
| 3Y | +70.4% | +17.3% | +53.1% | +58.6% |
| 5Y | +104.4% | -14.5% | +118.9% | +103.8% |
| 10Y | +609.0% | +150.2% | +458.8% | +431.9% |
| All | +1,429.8% | +459.9% | +969.9% | +880.4% |
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 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