+40.0%
CVS vs XYL
+150.5%
-110.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -2.2% | +1.2% | -3.4% | -2.6% |
| 30D | -0.1% | -11.9% | +11.9% | +4.0% |
| 3M | -5.2% | -1.5% | -3.7% | -5.1% |
| 6M | +26.9% | -11.9% | +38.8% | +31.4% |
| YTD | +22.1% | -20.6% | +42.6% | +30.5% |
| 1Y | +30.8% | -23.5% | +54.3% | +41.6% |
| 3Y | +54.4% | +14.9% | +39.5% | +41.7% |
| 5Y | +33.4% | -15.3% | +48.6% | +33.9% |
| All | +40.0% | +150.5% | -110.4% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling