+55.6%
CSGP vs XYL
+100.1%
-44.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | 0.0% |
| 7D | -6.1% | -6.0% | -0.1% | -3.2% |
| 30D | +0.3% | -8.3% | +8.6% | +4.6% |
| 3M | -1.3% | -22.6% | +21.3% | +11.2% |
| 6M | -8.9% | -15.0% | +6.1% | -2.1% |
| YTD | -55.2% | -30.2% | -25.1% | -47.6% |
| 1Y | -56.4% | -36.4% | -20.0% | -46.6% |
| 3Y | -62.2% | -0.9% | -61.3% | -63.4% |
| 5Y | -63.7% | -23.4% | -40.3% | -61.4% |
| All | +55.6% | +100.1% | -44.5% | +11.4% |
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