+62.6%
CSGP vs XYL
+104.0%
-41.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.7% |
| 7D | -7.1% | -5.9% | -1.2% | -4.3% |
| 30D | +3.6% | -7.3% | +10.9% | +7.5% |
| 3M | -2.7% | -22.5% | +19.8% | +9.6% |
| 6M | -8.0% | -14.4% | +6.4% | -1.5% |
| YTD | -55.0% | -29.4% | -25.6% | -47.5% |
| 1Y | -55.8% | -35.6% | -20.1% | -46.1% |
| 3Y | -62.0% | +0.3% | -62.3% | -63.4% |
| 5Y | -62.9% | -22.3% | -40.6% | -60.9% |
| 10Y | +62.6% | +103.2% | -40.6% | +15.9% |
| All | +62.6% | +104.0% | -41.3% | +15.9% |
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