-64.8%
CSGP vs XYL
-17.7%
-47.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.4% |
| 7D | -4.1% | -5.0% | +1.0% | -1.4% |
| 30D | +2.3% | -13.2% | +15.5% | +10.1% |
| 3M | -8.2% | -3.7% | -4.5% | -6.7% |
| 6M | -35.1% | -17.7% | -17.4% | -28.6% |
| YTD | -54.0% | -21.5% | -32.5% | -48.3% |
| 1Y | -65.3% | -24.5% | -40.8% | -60.3% |
| 3Y | -62.6% | +6.9% | -69.5% | -66.3% |
| All | -64.8% | -17.7% | -47.1% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling