+65.2%
CSGP vs XYL
+129.0%
-63.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -3.6% |
| 7D | +1.3% | +5.9% | -4.6% | -1.4% |
| 30D | +10.7% | -3.9% | +14.6% | +12.8% |
| 3M | +3.3% | -18.7% | +22.0% | +13.6% |
| 6M | -10.3% | -16.9% | +6.5% | -2.7% |
| YTD | -54.6% | -27.4% | -27.2% | -47.8% |
| 1Y | -54.6% | -34.0% | -20.6% | -45.5% |
| 3Y | -60.3% | +5.6% | -65.9% | -62.7% |
| 5Y | -63.3% | -20.6% | -42.8% | -61.7% |
| All | +65.2% | +129.0% | -63.8% | +14.1% |
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