+489.3%
CSGP vs XYL
+420.4%
+68.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +13.9% | +10.2% | +3.7% | +8.8% |
| 30D | +16.0% | -4.3% | +20.3% | +18.4% |
| 3M | +6.1% | -17.8% | +23.9% | +16.3% |
| 6M | -8.2% | -13.4% | +5.2% | -2.3% |
| YTD | -52.3% | -25.7% | -26.6% | -45.8% |
| 1Y | -54.5% | -32.7% | -21.8% | -45.8% |
| 3Y | -58.6% | +7.1% | -65.7% | -61.3% |
| 5Y | -61.5% | -18.7% | -42.8% | -59.8% |
| 10Y | +74.7% | +138.7% | -64.0% | +4.0% |
| All | +489.3% | +420.4% | +68.8% | +145.1% |
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