+150.2%
XYL vs CPB
-44.2%
+194.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | +0.8% | -8.0% | +8.8% | +2.1% |
| 30D | -10.8% | -2.4% | -8.4% | -10.6% |
| 3M | -2.5% | +0.5% | -3.1% | -2.8% |
| 6M | -12.2% | -10.5% | -1.7% | -11.0% |
| YTD | -20.1% | -17.5% | -2.6% | -18.1% |
| 1Y | -20.6% | -31.0% | +10.4% | -16.5% |
| 3Y | +17.3% | -40.6% | +58.0% | +25.2% |
| 5Y | -14.5% | -37.7% | +23.2% | -9.9% |
| 10Y | +150.2% | -43.4% | +193.6% | +160.8% |
| All | +150.2% | -44.2% | +194.4% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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