+94.9%
CNC vs XYL
-21.4%
+116.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.9% | +1.2% | -2.1% | -1.0% |
| 30D | -1.0% | -11.9% | +11.0% | +0.1% |
| 3M | +4.5% | -1.5% | +6.1% | +4.1% |
| 6M | +85.2% | -11.9% | +97.1% | +87.2% |
| YTD | +61.4% | -20.6% | +82.0% | +62.9% |
| 1Y | +94.9% | -23.5% | +118.4% | +113.4% |
| All | +94.9% | -21.4% | +116.3% | +113.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling