-20.9%
XYL vs CPB
-31.8%
+10.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.6% |
| 7D | +2.1% | +3.3% | -1.2% | +1.6% |
| 30D | -3.4% | +19.0% | -22.4% | -5.7% |
| 3M | -17.2% | +0.4% | -17.6% | -17.5% |
| 6M | -12.0% | +13.0% | -25.0% | -13.7% |
| YTD | -26.3% | -12.7% | -13.6% | -25.4% |
| 1Y | -33.5% | -20.9% | -12.6% | -31.7% |
| 3Y | +6.4% | -35.4% | +41.8% | +10.8% |
| 5Y | -20.9% | -32.3% | +11.4% | -20.0% |
| All | -20.9% | -31.8% | +10.9% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling