+216.7%
CTVA vs XYL
+57.2%
+159.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -4.5% | +1.2% | -5.7% | -5.1% |
| 30D | +11.3% | -11.9% | +23.3% | +18.1% |
| 3M | +12.3% | -1.5% | +13.9% | +12.4% |
| 6M | +7.2% | -11.9% | +19.1% | +12.8% |
| YTD | +26.0% | -20.6% | +46.6% | +39.0% |
| 1Y | +16.0% | -23.5% | +39.5% | +30.3% |
| 3Y | +73.9% | +14.9% | +59.1% | +53.9% |
| 5Y | +103.8% | -15.3% | +119.1% | +110.3% |
| All | +216.7% | +57.2% | +159.5% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling