+143.5%
CVE vs XYL
+104.0%
+39.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.6% |
| 7D | +0.1% | -5.9% | +5.9% | +3.3% |
| 30D | -10.8% | -7.3% | -3.5% | -8.5% |
| 3M | -4.3% | -22.5% | +18.2% | +8.1% |
| 6M | -1.5% | -14.4% | +13.0% | +3.7% |
| YTD | +70.7% | -29.4% | +100.1% | +98.4% |
| 1Y | +58.1% | -35.6% | +93.7% | +94.4% |
| 3Y | +69.8% | +0.3% | +69.6% | +53.1% |
| 5Y | +148.9% | -22.3% | +171.3% | +158.8% |
| 10Y | +143.5% | +103.2% | +40.3% | +51.8% |
| All | +143.5% | +104.0% | +39.6% | +51.8% |
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