+179.6%
CAH vs XYL
-0.5%
+180.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +3.5% | -3.7% | +7.2% | +4.0% |
| 30D | +13.5% | -8.3% | +21.8% | +14.5% |
| 3M | +21.8% | -21.4% | +43.3% | +25.3% |
| 6M | +51.5% | -12.9% | +64.5% | +53.9% |
| YTD | +38.1% | -30.1% | +68.2% | +43.8% |
| 1Y | +37.7% | -35.2% | +72.9% | +44.6% |
| 3Y | +179.6% | -0.8% | +180.4% | +188.8% |
| All | +179.6% | -0.5% | +180.1% | +188.8% |
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