+159.5%
CVE vs XYL
-23.3%
+182.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +5.9% | -3.7% | +9.7% | +7.0% |
| 30D | -10.9% | -8.3% | -2.5% | -9.2% |
| 3M | -4.5% | -21.4% | +16.9% | +1.7% |
| 6M | -1.0% | -12.9% | +12.0% | +1.1% |
| YTD | +74.7% | -30.1% | +104.8% | +91.6% |
| 1Y | +65.8% | -35.2% | +101.0% | +87.2% |
| 3Y | +73.2% | -0.8% | +74.0% | +63.8% |
| All | +159.5% | -23.3% | +182.8% | +192.7% |
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