+58.6%
CVE vs XYL
+7.6%
+51.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.6% |
| 7D | -14.1% | +10.2% | -24.3% | -15.9% |
| 30D | -11.6% | -4.3% | -7.3% | -10.8% |
| 3M | 0.0% | -17.8% | +17.9% | +4.6% |
| 6M | -8.4% | -13.4% | +5.0% | -6.2% |
| YTD | +65.9% | -25.7% | +91.6% | +78.7% |
| 1Y | +69.4% | -32.7% | +102.1% | +91.2% |
| All | +58.6% | +7.6% | +51.0% | +38.6% |
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 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