-49.3%
CCI vs XYL
-16.2%
-33.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | +2.2% | -11.9% | +14.2% | +5.7% |
| 3M | -16.9% | -1.5% | -15.3% | -16.9% |
| 6M | -11.5% | -11.9% | +0.4% | -8.9% |
| YTD | -12.8% | -20.6% | +7.7% | -7.7% |
| 1Y | -17.1% | -23.5% | +6.4% | -11.2% |
| 3Y | -9.6% | +14.9% | -24.5% | -19.0% |
| All | -49.3% | -16.2% | -33.1% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling