+197.1%
CCI vs XYL
+449.8%
-252.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.2% | -1.2% |
| 7D | -0.4% | -5.0% | +4.6% | +1.1% |
| 30D | +2.7% | -13.2% | +15.9% | +7.0% |
| 3M | -18.2% | -3.7% | -14.5% | -17.6% |
| 6M | -14.8% | -17.7% | +2.9% | -10.3% |
| YTD | -12.6% | -21.5% | +8.9% | -6.8% |
| 1Y | -16.7% | -24.5% | +7.8% | -10.3% |
| 3Y | -10.5% | +6.9% | -17.5% | -15.5% |
| 5Y | -51.4% | -18.1% | -33.3% | -51.0% |
| 10Y | +20.0% | +134.7% | -114.7% | -13.8% |
| All | +197.1% | +449.8% | -252.6% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling