+468.3%
CSGP vs XYL
+449.8%
+18.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.5% |
| 7D | -4.1% | -5.0% | +1.0% | -1.7% |
| 30D | +2.3% | -13.2% | +15.5% | +9.4% |
| 3M | -8.2% | -3.7% | -4.5% | -6.8% |
| 6M | -35.1% | -17.7% | -17.4% | -29.4% |
| YTD | -54.0% | -21.5% | -32.5% | -49.0% |
| 1Y | -65.3% | -24.5% | -40.8% | -60.9% |
| 3Y | -62.6% | +6.9% | -69.5% | -64.9% |
| 5Y | -64.8% | -18.1% | -46.7% | -63.5% |
| 10Y | +45.1% | +134.7% | -89.6% | -12.6% |
| All | +468.3% | +449.8% | +18.5% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling