+712.5%
CAT vs XYL
+129.6%
+582.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.5% | +5.7% | +6.3% |
| 7D | -2.4% | +2.1% | -4.5% | -3.8% |
| 30D | -25.0% | -3.4% | -21.6% | -25.2% |
| 3M | -28.7% | -17.2% | -11.5% | -21.7% |
| 6M | -33.0% | -12.0% | -20.9% | -29.4% |
| YTD | +5.4% | -26.3% | +31.7% | +23.9% |
| 1Y | +7.3% | -33.5% | +40.7% | +34.8% |
| 3Y | +166.0% | +6.4% | +159.6% | +144.3% |
| 5Y | +210.1% | -20.9% | +231.0% | +237.3% |
| 10Y | +712.5% | +120.8% | +591.7% | +340.5% |
| All | +712.5% | +129.6% | +582.9% | +340.5% |
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