+22.4%
CCI vs XYL
+150.5%
-128.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.7% |
| 30D | +2.2% | -11.9% | +14.2% | +6.4% |
| 3M | -16.9% | -1.5% | -15.3% | -16.8% |
| 6M | -11.5% | -11.9% | +0.4% | -8.6% |
| YTD | -12.8% | -20.6% | +7.7% | -7.0% |
| 1Y | -17.1% | -23.5% | +6.4% | -10.6% |
| 3Y | -9.6% | +14.9% | -24.5% | -17.6% |
| 5Y | -48.9% | -15.3% | -33.7% | -49.2% |
| All | +22.4% | +150.5% | -128.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling