+41.9%
CMI vs XYL
-23.4%
+65.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.9% |
| 7D | -0.7% | -5.0% | +4.3% | +2.2% |
| 30D | -13.4% | -13.2% | -0.2% | -6.3% |
| 3M | -17.0% | -3.7% | -13.3% | -17.4% |
| 6M | -1.6% | -17.7% | +16.0% | +9.0% |
| YTD | +11.0% | -21.5% | +32.5% | +24.3% |
| 1Y | +41.9% | -24.5% | +66.4% | +67.1% |
| All | +41.9% | -23.4% | +65.3% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling