+379.4%
XYL vs CPB
+10.5%
+368.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.6% |
| 7D | -5.9% | -4.1% | -1.8% | -5.1% |
| 30D | -7.3% | +16.9% | -24.2% | -9.9% |
| 3M | -22.5% | -0.6% | -21.9% | -22.6% |
| 6M | -14.4% | +11.4% | -25.8% | -16.5% |
| YTD | -29.4% | -14.8% | -14.5% | -27.8% |
| 1Y | -35.6% | -24.8% | -10.8% | -32.6% |
| 3Y | +0.3% | -36.6% | +36.9% | +7.0% |
| 5Y | -22.3% | -33.3% | +11.0% | -18.6% |
| 10Y | +103.2% | -40.4% | +143.6% | +114.3% |
| All | +379.4% | +10.5% | +368.9% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling