+95.2%
CNC vs XYL
+150.5%
-55.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.9% | +1.2% | -2.1% | -1.4% |
| 30D | -1.0% | -11.9% | +11.0% | +3.5% |
| 3M | +4.5% | -1.5% | +6.1% | +4.5% |
| 6M | +85.2% | -11.9% | +97.1% | +91.8% |
| YTD | +61.4% | -20.6% | +82.0% | +73.2% |
| 1Y | +94.9% | -23.5% | +118.4% | +112.4% |
| 3Y | 0.0% | +14.9% | -14.9% | -9.9% |
| 5Y | +11.2% | -15.3% | +26.5% | +11.5% |
| All | +95.2% | +150.5% | -55.2% | +25.7% |
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