-54.6%
CSGP vs XYL
-34.3%
-20.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -3.7% |
| 7D | +1.3% | +5.9% | -4.6% | -1.0% |
| 30D | +10.7% | -3.9% | +14.6% | +11.8% |
| 3M | +3.3% | -18.7% | +22.0% | +7.9% |
| 6M | -10.3% | -16.9% | +6.5% | -5.8% |
| YTD | -54.6% | -27.4% | -27.2% | -50.5% |
| 1Y | -54.6% | -34.0% | -20.6% | -47.8% |
| All | -54.6% | -34.3% | -20.3% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling