+808.9%
CNC vs XYL
+466.0%
+342.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.6% | -4.7% |
| 7D | -1.0% | +1.8% | -2.8% | -1.7% |
| 30D | -1.8% | -9.2% | +7.4% | +1.5% |
| 3M | -0.7% | -0.3% | -0.4% | -1.2% |
| 6M | +47.9% | -11.0% | +58.9% | +52.7% |
| YTD | +56.9% | -19.2% | +76.1% | +67.2% |
| 1Y | +123.9% | -21.2% | +145.1% | +141.1% |
| 3Y | -1.3% | +18.6% | -19.9% | -11.4% |
| 5Y | +2.8% | -14.3% | +17.1% | +2.3% |
| 10Y | +90.9% | +141.0% | -50.2% | +21.7% |
| All | +808.9% | +466.0% | +342.9% | +327.9% |
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