+9.5%
CNC vs XYL
-15.8%
+25.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -3.9% | -1.2% | -2.6% | -3.6% |
| 30D | +0.8% | -13.2% | +14.0% | +3.6% |
| 3M | +0.1% | -0.2% | +0.3% | -0.3% |
| 6M | +79.7% | -12.5% | +92.2% | +83.6% |
| YTD | +58.9% | -20.9% | +79.8% | +65.8% |
| 1Y | +109.1% | -21.6% | +130.7% | +119.0% |
| 3Y | 0.0% | +16.1% | -16.2% | -6.2% |
| 5Y | +9.5% | -15.6% | +25.1% | -1.6% |
| All | +9.5% | -15.8% | +25.3% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling