+623.9%
CI vs XYL
+449.8%
+174.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | +1.3% | -5.0% | +6.4% | +3.1% |
| 30D | +4.4% | -13.2% | +17.7% | +9.7% |
| 3M | +0.7% | -3.7% | +4.4% | +1.5% |
| 6M | +0.3% | -17.7% | +18.0% | +6.8% |
| YTD | +3.8% | -21.5% | +25.3% | +12.1% |
| 1Y | -5.5% | -24.5% | +19.0% | +3.4% |
| 3Y | +8.1% | +6.9% | +1.2% | +0.5% |
| 5Y | +42.8% | -18.1% | +60.9% | +44.5% |
| 10Y | +143.9% | +134.7% | +9.2% | +63.2% |
| All | +623.9% | +449.8% | +174.2% | +278.4% |
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