+15.2%
XYL vs CPB
-41.6%
+56.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -1.8% |
| 7D | -5.0% | -8.6% | +3.5% | -4.5% |
| 30D | -13.2% | -7.2% | -6.0% | -12.8% |
| 3M | -3.7% | +0.9% | -4.6% | -3.7% |
| 6M | -17.7% | -11.8% | -5.9% | -17.1% |
| YTD | -21.5% | -19.4% | -2.1% | -20.6% |
| 1Y | -24.5% | -30.4% | +5.9% | -22.9% |
| All | +15.2% | -41.6% | +56.8% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling