+15.0%
CVE vs XYL
+420.4%
-405.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.2% |
| 7D | -14.1% | +10.2% | -24.3% | -19.0% |
| 30D | -11.6% | -4.3% | -7.3% | -10.8% |
| 3M | 0.0% | -17.8% | +17.9% | +9.5% |
| 6M | -8.4% | -13.4% | +5.0% | -4.1% |
| YTD | +65.9% | -25.7% | +91.6% | +87.4% |
| 1Y | +69.4% | -32.7% | +102.1% | +102.7% |
| 3Y | +55.9% | +7.1% | +48.8% | +37.3% |
| 5Y | +146.2% | -18.7% | +164.9% | +148.6% |
| 10Y | +140.6% | +138.7% | +1.9% | +26.3% |
| All | +15.0% | +420.4% | -405.4% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling