+895.3%
CP vs XYL
+408.9%
+486.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.6% |
| 7D | +2.8% | +5.9% | -3.1% | 0.0% |
| 30D | +10.2% | -3.9% | +14.1% | +11.2% |
| 3M | +2.4% | -18.7% | +21.0% | +11.7% |
| 6M | +7.7% | -16.9% | +24.5% | +15.9% |
| YTD | +26.0% | -27.4% | +53.3% | +43.9% |
| 1Y | +34.6% | -34.0% | +68.7% | +61.3% |
| 3Y | +26.7% | +5.6% | +21.1% | +17.8% |
| 5Y | +24.9% | -20.6% | +45.5% | +30.5% |
| 10Y | +258.6% | +133.4% | +125.2% | +107.5% |
| All | +895.3% | +408.9% | +486.4% | +313.2% |
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 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