+73.2%
CVE vs XYL
-30.7%
+103.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.0% | -12.6% | -6.9% |
| 7D | -12.1% | +14.5% | -26.6% | -10.7% |
| 30D | -9.8% | -1.3% | -8.4% | -8.6% |
| 3M | -0.7% | -17.0% | +16.3% | -2.7% |
| 6M | -4.3% | -11.3% | +7.0% | -5.0% |
| YTD | +70.6% | -25.0% | +95.6% | +71.6% |
| 1Y | +73.2% | -31.5% | +104.7% | +75.2% |
| All | +73.2% | -30.7% | +103.8% | +75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling