+400.3%
XYL vs CPB
+13.3%
+387.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.7% |
| 7D | +2.1% | +3.3% | -1.2% | +1.5% |
| 30D | -3.4% | +19.0% | -22.4% | -6.5% |
| 3M | -17.2% | +0.4% | -17.6% | -17.5% |
| 6M | -12.0% | +13.0% | -25.0% | -14.4% |
| YTD | -26.3% | -12.7% | -13.6% | -25.0% |
| 1Y | -33.5% | -20.9% | -12.6% | -31.1% |
| 3Y | +6.4% | -35.4% | +41.8% | +13.1% |
| 5Y | -20.9% | -32.3% | +11.4% | -17.4% |
| 10Y | +120.8% | -40.5% | +161.4% | +133.7% |
| All | +400.3% | +13.3% | +387.1% | +309.3% |
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