+5.4%
CCI vs XYL
-36.2%
+41.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +2.5% | -3.7% | +6.2% | +2.8% |
| 30D | +14.4% | -8.3% | +22.8% | +14.8% |
| 3M | +21.7% | -21.4% | +43.1% | +22.8% |
| 6M | +4.0% | -12.9% | +17.0% | +4.8% |
| YTD | +6.2% | -30.1% | +36.3% | +10.8% |
| 1Y | +5.4% | -35.2% | +40.6% | +10.7% |
| All | +5.4% | -36.2% | +41.6% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling