+11.7%
CMI vs XYL
-30.7%
+42.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.7% | -7.1% |
| 7D | -11.2% | +14.5% | -25.7% | -15.0% |
| 30D | -9.8% | -1.3% | -8.5% | -10.5% |
| 3M | -25.5% | -17.0% | -8.6% | -19.0% |
| 6M | -27.7% | -11.3% | -16.3% | -25.5% |
| YTD | -6.6% | -25.0% | +18.4% | +3.9% |
| 1Y | +11.7% | -31.5% | +43.2% | +37.6% |
| All | +11.7% | -30.7% | +42.4% | +37.6% |
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 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