+688.6%
CAT vs XYL
+100.4%
+588.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +7.4% | -3.7% | +11.2% | +9.9% |
| 30D | -19.7% | -8.3% | -11.3% | -17.3% |
| 3M | -29.6% | -21.4% | -8.2% | -20.1% |
| 6M | -33.2% | -12.9% | -20.3% | -29.4% |
| YTD | +5.7% | -30.1% | +35.7% | +28.1% |
| 1Y | +9.3% | -35.2% | +44.5% | +39.3% |
| 3Y | +158.3% | -0.8% | +159.1% | +147.4% |
| 5Y | +211.6% | -23.2% | +234.8% | +244.0% |
| All | +688.6% | +100.4% | +588.2% | +350.3% |
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