-16.8%
XYL vs COO
-37.8%
+21.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.5% |
| 7D | -5.0% | -2.2% | -2.8% | -4.2% |
| 30D | -13.2% | -7.0% | -6.2% | -10.8% |
| 3M | -3.7% | +12.2% | -15.9% | -8.0% |
| 6M | -17.7% | -15.1% | -2.6% | -12.8% |
| YTD | -21.5% | -15.1% | -6.4% | -16.9% |
| 1Y | -24.5% | +2.3% | -26.8% | -25.9% |
| 3Y | +6.9% | -23.7% | +30.6% | +14.0% |
| All | -16.8% | -37.8% | +21.0% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling