-61.5%
CSGP vs XYL
-18.4%
-43.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +13.9% | +10.2% | +3.7% | +8.1% |
| 30D | +16.0% | -4.3% | +20.3% | +18.5% |
| 3M | +6.1% | -17.8% | +23.9% | +17.3% |
| 6M | -8.2% | -13.4% | +5.2% | -1.7% |
| YTD | -52.3% | -25.7% | -26.6% | -44.9% |
| 1Y | -54.5% | -32.7% | -21.8% | -44.4% |
| 3Y | -58.6% | +7.1% | -65.7% | -63.3% |
| 5Y | -61.5% | -18.7% | -42.8% | -61.9% |
| All | -61.5% | -18.4% | -43.1% | -61.9% |
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