+744.5%
CAH vs XYL
+466.0%
+278.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -3.7% |
| 7D | +0.5% | +1.8% | -1.3% | -0.1% |
| 30D | +1.7% | -9.2% | +11.0% | +4.8% |
| 3M | +17.9% | -0.3% | +18.1% | +17.6% |
| 6M | +10.9% | -11.0% | +21.9% | +14.5% |
| YTD | +17.9% | -19.2% | +37.1% | +25.2% |
| 1Y | +61.7% | -21.2% | +82.9% | +72.9% |
| 3Y | +183.7% | +18.6% | +165.1% | +157.3% |
| 5Y | +401.3% | -14.3% | +415.7% | +399.3% |
| 10Y | +293.7% | +141.0% | +152.6% | +167.8% |
| All | +744.5% | +466.0% | +278.5% | +359.2% |
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 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