+1,157.1%
CAT vs XYL
+140.7%
+1,016.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.3% |
| 30D | -2.6% | -10.8% | +8.2% | +4.7% |
| 3M | -10.7% | -2.5% | -8.1% | -9.7% |
| 6M | +16.1% | -12.2% | +28.3% | +25.6% |
| YTD | +43.2% | -20.1% | +63.3% | +63.9% |
| 1Y | +96.8% | -20.6% | +117.5% | +126.6% |
| 3Y | +201.4% | +17.3% | +184.0% | +165.3% |
| 5Y | +332.7% | -14.5% | +347.2% | +357.9% |
| 10Y | +1,157.1% | +150.2% | +1,006.9% | +518.2% |
| All | +1,157.1% | +140.7% | +1,016.4% | +518.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling