+60.0%
CSGP vs XYL
+100.4%
-40.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +1.3% | -3.7% | +5.1% | +3.2% |
| 30D | +2.8% | -8.3% | +11.2% | +7.2% |
| 3M | -6.3% | -21.4% | +15.1% | +4.9% |
| 6M | -3.2% | -12.9% | +9.8% | +2.8% |
| YTD | -54.0% | -30.1% | -23.9% | -46.1% |
| 1Y | -54.8% | -35.2% | -19.7% | -45.2% |
| 3Y | -60.6% | -0.8% | -59.8% | -61.8% |
| 5Y | -62.6% | -23.2% | -39.4% | -60.4% |
| All | +60.0% | +100.4% | -40.4% | +14.5% |
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