+695.3%
CAT vs XYL
+100.1%
+595.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.3% |
| 7D | +9.3% | -6.0% | +15.3% | +13.5% |
| 30D | -21.5% | -8.3% | -13.2% | -19.2% |
| 3M | -29.1% | -22.6% | -6.5% | -18.8% |
| 6M | -33.4% | -15.0% | -18.3% | -28.4% |
| YTD | +6.6% | -30.2% | +36.7% | +29.3% |
| 1Y | +6.5% | -36.4% | +42.9% | +37.4% |
| 3Y | +162.7% | -0.9% | +163.6% | +151.8% |
| 5Y | +214.2% | -23.4% | +237.6% | +247.2% |
| All | +695.3% | +100.1% | +595.2% | +354.6% |
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