+130.1%
CVE vs XYL
+129.6%
+0.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.3% |
| 7D | -10.1% | +2.1% | -12.1% | -11.3% |
| 30D | -12.1% | -3.4% | -8.7% | -11.7% |
| 3M | -1.9% | -17.2% | +15.3% | +6.9% |
| 6M | -1.8% | -12.0% | +10.2% | +1.9% |
| YTD | +65.8% | -26.3% | +92.1% | +88.4% |
| 1Y | +60.8% | -33.5% | +94.3% | +94.5% |
| 3Y | +70.1% | +6.4% | +63.7% | +48.5% |
| 5Y | +134.8% | -20.9% | +155.7% | +143.3% |
| 10Y | +130.1% | +120.8% | +9.3% | +33.6% |
| All | +130.1% | +129.6% | +0.5% | +33.6% |
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