+150.3%
CI vs XYL
+113.6%
+36.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.5% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | +7.3% | -5.7% | +13.0% | +9.1% |
| 3M | +9.5% | -19.8% | +29.3% | +18.1% |
| 6M | +6.4% | -14.2% | +20.6% | +11.3% |
| YTD | +12.0% | -28.1% | +40.1% | +24.9% |
| 1Y | +20.1% | -35.0% | +55.1% | +39.4% |
| 3Y | +9.6% | +2.1% | +7.5% | +1.3% |
| 5Y | +52.7% | -22.1% | +74.8% | +56.8% |
| 10Y | +150.3% | +107.0% | +43.3% | +60.7% |
| All | +150.3% | +113.6% | +36.7% | +60.7% |
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 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