+162.3%
CVE vs XYL
+133.9%
+28.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.2% |
| 7D | +2.5% | -5.0% | +7.6% | +5.4% |
| 30D | +16.7% | -13.2% | +29.9% | +26.1% |
| 3M | +9.3% | -3.7% | +13.0% | +9.8% |
| 6M | +43.6% | -17.7% | +61.3% | +57.0% |
| YTD | +93.6% | -21.5% | +115.1% | +116.0% |
| 1Y | +98.8% | -24.5% | +123.3% | +126.2% |
| 3Y | +73.6% | +6.9% | +66.7% | +53.8% |
| 5Y | +312.5% | -18.1% | +330.5% | +327.7% |
| All | +162.3% | +133.9% | +28.3% | +49.3% |
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