+32.0%
CAG vs XYL
+466.0%
-434.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.0% |
| 7D | -5.3% | +1.8% | -7.1% | -5.6% |
| 30D | +1.0% | -9.2% | +10.2% | +2.8% |
| 3M | +17.4% | -0.3% | +17.6% | +17.2% |
| 6M | -16.8% | -11.0% | -5.8% | -15.2% |
| YTD | -6.8% | -19.2% | +12.4% | -3.5% |
| 1Y | -15.4% | -21.2% | +5.8% | -12.1% |
| 3Y | -37.1% | +18.6% | -55.7% | -40.7% |
| 5Y | -41.3% | -14.3% | -26.9% | -41.7% |
| 10Y | -35.5% | +141.0% | -176.5% | -49.9% |
| All | +32.0% | +466.0% | -434.0% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling