-62.8%
CSGP vs XYL
+8.6%
-71.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.6% |
| 7D | -4.1% | -5.0% | +1.0% | -2.0% |
| 30D | +2.3% | -13.2% | +15.5% | +8.4% |
| 3M | -8.2% | -3.7% | -4.5% | -6.9% |
| 6M | -35.1% | -17.7% | -17.4% | -29.8% |
| YTD | -54.0% | -21.5% | -32.5% | -49.3% |
| 1Y | -65.3% | -24.5% | -40.8% | -61.2% |
| All | -62.8% | +8.6% | -71.4% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling