+153.3%
CMI vs XYL
+15.7%
+137.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.5% |
| 3M | -14.8% | -1.5% | -13.2% | -15.2% |
| 6M | +0.8% | -11.9% | +12.7% | +7.9% |
| YTD | +10.2% | -20.6% | +30.8% | +25.3% |
| 1Y | +37.4% | -23.5% | +60.9% | +60.3% |
| 3Y | +153.3% | +14.9% | +138.4% | +134.8% |
| All | +153.3% | +15.7% | +137.6% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling