+467.7%
CMG vs XYL
+459.9%
+7.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -6.5% | +0.8% | -7.3% | -6.7% |
| 30D | +12.1% | -10.8% | +22.9% | +16.3% |
| 3M | +20.6% | -2.5% | +23.1% | +20.8% |
| 6M | +2.1% | -12.2% | +14.3% | +5.8% |
| YTD | -2.6% | -20.1% | +17.5% | +4.0% |
| 1Y | -8.7% | -20.6% | +12.0% | -2.2% |
| 3Y | -7.4% | +17.3% | -24.7% | -14.1% |
| 5Y | -5.7% | -14.5% | +8.8% | -5.3% |
| 10Y | +322.3% | +150.2% | +172.1% | +200.3% |
| All | +467.7% | +459.9% | +7.8% | +200.6% |
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 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