+115.8%
CMS vs XYL
+141.5%
-25.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.7% |
| 30D | -3.2% | -9.2% | +6.1% | -0.7% |
| 3M | -2.2% | -0.3% | -1.9% | -2.4% |
| 6M | -9.4% | -11.0% | +1.5% | -7.0% |
| YTD | +0.7% | -19.2% | +19.9% | +5.8% |
| 1Y | +0.4% | -21.2% | +21.6% | +6.1% |
| 3Y | +35.2% | +18.6% | +16.6% | +24.4% |
| 5Y | +24.1% | -14.3% | +38.5% | +23.9% |
| 10Y | +115.8% | +141.0% | -25.2% | +64.4% |
| All | +115.8% | +141.5% | -25.7% | +64.4% |
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