+11.7%
CCI vs XYL
-0.5%
+12.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +2.5% | -3.7% | +6.2% | +3.0% |
| 30D | +14.4% | -8.3% | +22.8% | +15.3% |
| 3M | +21.7% | -21.4% | +43.1% | +24.9% |
| 6M | +4.0% | -12.9% | +17.0% | +5.3% |
| YTD | +6.2% | -30.1% | +36.3% | +11.0% |
| 1Y | +5.4% | -35.2% | +40.6% | +11.5% |
| 3Y | +11.7% | -0.8% | +12.5% | -6.9% |
| All | +11.7% | -0.5% | +12.2% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling