+65.4%
CVE vs XYL
+3.5%
+62.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | -10.0% | +0.6% | -10.6% | -10.2% |
| 30D | -11.9% | -5.7% | -6.1% | -10.9% |
| 3M | -5.9% | -19.8% | +13.8% | -1.3% |
| 6M | -1.6% | -14.2% | +12.6% | +0.6% |
| YTD | +66.3% | -28.1% | +94.4% | +80.1% |
| 1Y | +57.5% | -35.0% | +92.5% | +79.0% |
| 3Y | +65.4% | +2.1% | +63.3% | +52.3% |
| All | +65.4% | +3.5% | +62.0% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling