-69.3%
CPNG vs XYL
+13.2%
-82.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.9% |
| 7D | -1.1% | +1.2% | -2.3% | -1.9% |
| 30D | -7.4% | -11.9% | +4.6% | -0.6% |
| 3M | -12.3% | -1.5% | -10.8% | -12.7% |
| 6M | -19.4% | -11.9% | -7.5% | -14.7% |
| YTD | -35.9% | -20.6% | -15.3% | -28.3% |
| 1Y | -53.4% | -23.5% | -29.9% | -46.7% |
| 3Y | -20.0% | +14.9% | -34.9% | -33.8% |
| 5Y | -49.6% | -15.3% | -34.3% | -59.6% |
| All | -69.3% | +13.2% | -82.5% | -74.9% |
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