+322.0%
CMG vs XYL
+150.5%
+171.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | +10.9% | -11.9% | +22.9% | +15.7% |
| 3M | +15.8% | -1.5% | +17.4% | +15.6% |
| 6M | +6.9% | -11.9% | +18.8% | +10.8% |
| YTD | -2.2% | -20.6% | +18.4% | +5.0% |
| 1Y | -7.1% | -23.5% | +16.4% | +1.1% |
| 3Y | -7.1% | +14.9% | -22.0% | -13.7% |
| 5Y | -4.8% | -15.3% | +10.5% | -5.0% |
| All | +322.0% | +150.5% | +171.5% | +226.1% |
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