+915.4%
CP vs XYL
+416.3%
+499.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +1.3% |
| 7D | +2.8% | +2.1% | +0.7% | +1.8% |
| 30D | +11.3% | -3.4% | +14.7% | +12.0% |
| 3M | +2.9% | -17.2% | +20.0% | +11.3% |
| 6M | +9.8% | -12.0% | +21.8% | +15.0% |
| YTD | +28.5% | -26.3% | +54.8% | +45.8% |
| 1Y | +33.5% | -33.5% | +67.0% | +59.3% |
| 3Y | +31.9% | +6.4% | +25.5% | +22.3% |
| 5Y | +25.5% | -20.9% | +46.4% | +31.6% |
| 10Y | +257.6% | +120.8% | +136.7% | +112.8% |
| All | +915.4% | +416.3% | +499.1% | +318.7% |
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