-11.8%
CAG vs XYL
-23.4%
+11.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -3.8% | -5.0% | +1.3% | -3.6% |
| 30D | +3.1% | -13.2% | +16.3% | +3.5% |
| 3M | +23.5% | -3.7% | +27.2% | +24.2% |
| 6M | -14.8% | -17.7% | +2.8% | -14.9% |
| YTD | -5.4% | -21.5% | +16.1% | -5.5% |
| 1Y | -11.8% | -24.5% | +12.7% | -13.6% |
| All | -11.8% | -23.4% | +11.6% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling