+442.6%
XYL vs CNI
+340.6%
+102.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.6% |
| 7D | +0.8% | +0.9% | 0.0% | +0.3% |
| 30D | -10.8% | -2.1% | -8.7% | -9.7% |
| 3M | -2.5% | +1.8% | -4.4% | -3.7% |
| 6M | -12.2% | +14.8% | -27.0% | -19.7% |
| YTD | -20.1% | +25.4% | -45.5% | -31.0% |
| 1Y | -20.6% | +32.9% | -53.6% | -34.2% |
| 3Y | +17.3% | +20.2% | -2.8% | +2.0% |
| 5Y | -14.5% | +12.2% | -26.7% | -23.3% |
| 10Y | +150.2% | +136.0% | +14.2% | +40.6% |
| All | +442.6% | +340.6% | +102.0% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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