-19.0%
CAG vs XYL
-21.4%
+2.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -5.7% | +1.2% | -6.9% | -5.7% |
| 30D | -2.4% | -11.9% | +9.5% | -2.1% |
| 3M | +9.8% | -1.5% | +11.3% | +10.5% |
| 6M | -10.8% | -11.9% | +1.1% | -10.5% |
| YTD | -10.8% | -20.6% | +9.8% | -10.8% |
| 1Y | -19.0% | -23.5% | +4.6% | -21.2% |
| All | -19.0% | -21.4% | +2.5% | -21.2% |
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 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