-1.8%
CARR vs XYL
-30.7%
+28.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.4% | -1.0% |
| 7D | -0.7% | +14.5% | -15.2% | -5.0% |
| 30D | +0.3% | -1.3% | +1.6% | -0.8% |
| 3M | -14.9% | -17.0% | +2.1% | -8.3% |
| 6M | -14.9% | -11.3% | -3.5% | -12.5% |
| YTD | +7.0% | -25.0% | +32.0% | +14.2% |
| 1Y | -1.8% | -31.5% | +29.8% | +14.8% |
| All | -1.8% | -30.7% | +28.9% | +14.8% |
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 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