-37.7%
CAG vs XYL
+150.5%
-188.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -5.7% | +1.2% | -6.9% | -5.9% |
| 30D | -2.4% | -11.9% | +9.5% | -0.2% |
| 3M | +9.8% | -1.5% | +11.3% | +10.0% |
| 6M | -10.8% | -11.9% | +1.1% | -9.0% |
| YTD | -10.8% | -20.6% | +9.8% | -7.5% |
| 1Y | -19.0% | -23.5% | +4.6% | -15.4% |
| 3Y | -39.7% | +14.9% | -54.5% | -42.8% |
| 5Y | -43.0% | -15.3% | -27.7% | -43.4% |
| All | -37.7% | +150.5% | -188.1% | -48.5% |
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 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