+141.0%
CI vs XYL
+140.7%
+0.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -1.1% | +0.8% | -1.9% | -1.5% |
| 30D | +0.5% | -10.8% | +11.3% | +4.8% |
| 3M | -5.2% | -2.5% | -2.6% | -4.8% |
| 6M | +4.3% | -12.2% | +16.5% | +8.8% |
| YTD | +2.8% | -20.1% | +22.9% | +11.0% |
| 1Y | -5.8% | -20.6% | +14.8% | +1.9% |
| 3Y | +4.7% | +17.3% | -12.6% | -8.0% |
| 5Y | +42.7% | -14.5% | +57.2% | +42.2% |
| 10Y | +141.0% | +150.2% | -9.2% | +39.8% |
| All | +141.0% | +140.7% | +0.3% | +39.8% |
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 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