+135.5%
CVE vs XYL
-21.3%
+156.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -16.1% | +5.9% | -22.0% | -17.7% |
| 30D | -10.4% | -3.9% | -6.5% | -9.8% |
| 3M | -2.4% | -18.7% | +16.3% | +3.1% |
| 6M | -4.4% | -16.9% | +12.4% | -0.5% |
| YTD | +64.9% | -27.4% | +92.3% | +79.1% |
| 1Y | +66.0% | -34.0% | +100.0% | +87.2% |
| 3Y | +57.7% | +5.6% | +52.1% | +46.4% |
| All | +135.5% | -21.3% | +156.9% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling