+39.8%
CMS vs XYL
-0.5%
+40.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +1.7% | -3.7% | +5.5% | +2.3% |
| 30D | +6.2% | -8.3% | +14.5% | +7.2% |
| 3M | +0.6% | -21.4% | +22.1% | +3.7% |
| 6M | -1.8% | -12.9% | +11.2% | -0.2% |
| YTD | +3.8% | -30.1% | +33.9% | +8.2% |
| 1Y | -1.8% | -35.2% | +33.4% | +3.5% |
| 3Y | +39.8% | -0.8% | +40.6% | +17.7% |
| All | +39.8% | -0.5% | +40.3% | +17.7% |
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