-35.2%
XYL vs CPB
-22.0%
-13.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.3% |
| 7D | -3.7% | -1.6% | -2.2% | -3.5% |
| 30D | -8.3% | +19.2% | -27.5% | -10.0% |
| 3M | -21.4% | -0.9% | -20.5% | -22.0% |
| 6M | -12.9% | +15.2% | -28.2% | -13.6% |
| YTD | -30.1% | -13.1% | -17.0% | -31.1% |
| 1Y | -35.2% | -22.4% | -12.7% | -36.1% |
| All | -35.2% | -22.0% | -13.2% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling