+223.2%
CP vs XYL
+141.5%
+81.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -2.0% |
| 7D | +2.4% | +1.8% | +0.6% | +1.5% |
| 30D | -0.5% | -9.2% | +8.7% | +4.1% |
| 3M | +1.4% | -0.3% | +1.7% | +1.1% |
| 6M | +10.3% | -11.0% | +21.3% | +16.0% |
| YTD | +24.3% | -19.2% | +43.5% | +36.4% |
| 1Y | +20.4% | -21.2% | +41.7% | +33.7% |
| 3Y | +21.8% | +18.6% | +3.2% | +7.7% |
| 5Y | +31.5% | -14.3% | +45.8% | +34.3% |
| 10Y | +223.2% | +141.0% | +82.2% | +90.9% |
| All | +223.2% | +141.5% | +81.7% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling