+739.6%
CMI vs XYL
+459.9%
+279.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | +0.7% | +0.8% | -0.1% | +0.1% |
| 30D | -12.3% | -10.8% | -1.4% | -6.3% |
| 3M | -16.8% | -2.5% | -14.3% | -16.2% |
| 6M | +1.5% | -12.2% | +13.7% | +8.9% |
| YTD | +9.8% | -20.1% | +29.9% | +24.2% |
| 1Y | +42.6% | -20.6% | +63.2% | +62.1% |
| 3Y | +151.0% | +17.3% | +133.7% | +123.4% |
| 5Y | +167.0% | -14.5% | +181.5% | +178.8% |
| 10Y | +512.2% | +150.2% | +362.0% | +223.3% |
| All | +739.6% | +459.9% | +279.6% | +176.5% |
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