+36.9%
CMS vs XYL
+5.2%
+31.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.8% |
| 7D | -1.3% | +5.9% | -7.2% | -2.1% |
| 30D | +6.3% | -3.9% | +10.2% | +6.6% |
| 3M | -2.1% | -18.7% | +16.6% | +0.5% |
| 6M | -5.1% | -16.9% | +11.8% | -3.0% |
| YTD | +1.3% | -27.4% | +28.6% | +5.0% |
| 1Y | -1.4% | -34.0% | +32.6% | +3.7% |
| 3Y | +36.9% | +5.6% | +31.3% | +10.2% |
| All | +36.9% | +5.2% | +31.7% | +10.2% |
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