+503.2%
CMI vs XYL
+150.5%
+352.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.7% | +1.2% | -1.9% | -1.5% |
| 30D | -12.4% | -11.9% | -0.4% | -5.6% |
| 3M | -14.8% | -1.5% | -13.2% | -14.8% |
| 6M | +0.8% | -11.9% | +12.7% | +8.0% |
| YTD | +10.2% | -20.6% | +30.8% | +25.3% |
| 1Y | +37.4% | -23.5% | +60.9% | +60.0% |
| 3Y | +153.3% | +14.9% | +138.4% | +127.8% |
| 5Y | +167.6% | -15.3% | +182.9% | +182.2% |
| All | +503.2% | +150.5% | +352.7% | +224.9% |
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