+250.7%
CP vs XYL
+113.6%
+137.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.9% |
| 7D | +2.8% | +0.6% | +2.2% | +2.5% |
| 30D | +11.0% | -5.7% | +16.8% | +13.0% |
| 3M | +3.8% | -19.8% | +23.6% | +14.1% |
| 6M | +9.5% | -14.2% | +23.7% | +16.0% |
| YTD | +28.2% | -28.1% | +56.3% | +47.1% |
| 1Y | +33.0% | -35.0% | +67.9% | +60.4% |
| 3Y | +35.5% | +2.1% | +33.5% | +27.8% |
| 5Y | +25.8% | -22.1% | +47.9% | +33.0% |
| 10Y | +250.7% | +107.0% | +143.8% | +121.2% |
| All | +250.7% | +113.6% | +137.1% | +121.2% |
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