+3.9%
CI vs XYL
+18.1%
-14.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.1% |
| 7D | -2.0% | +1.8% | -3.8% | -2.2% |
| 30D | -1.8% | -9.2% | +7.4% | -0.9% |
| 3M | -4.2% | -0.3% | -4.0% | -4.4% |
| 6M | +2.7% | -11.0% | +13.7% | +3.8% |
| YTD | +1.9% | -19.2% | +21.1% | +4.1% |
| 1Y | -6.3% | -21.2% | +15.0% | -3.9% |
| 3Y | +3.9% | +18.6% | -14.7% | -0.8% |
| All | +3.9% | +18.1% | -14.2% | -0.8% |
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 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