-35.6%
XYL vs COO
-12.9%
-22.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -5.9% | -2.3% | -3.6% | -5.1% |
| 30D | -7.3% | +13.3% | -20.6% | -10.4% |
| 3M | -22.5% | -18.1% | -4.4% | -17.4% |
| 6M | -14.4% | +6.7% | -21.1% | -17.0% |
| YTD | -29.4% | -23.2% | -6.2% | -23.4% |
| All | -35.6% | -12.9% | -22.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling