+6.8%
CAT vs XYL
-36.1%
+42.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.4% |
| 7D | +1.7% | -5.9% | +7.6% | +3.4% |
| 30D | -24.6% | -7.3% | -17.3% | -23.8% |
| 3M | -28.5% | -22.5% | -6.0% | -19.8% |
| 6M | -34.8% | -14.4% | -20.4% | -32.5% |
| YTD | +5.9% | -29.4% | +35.3% | +19.5% |
| 1Y | +6.8% | -35.6% | +42.4% | +30.9% |
| All | +6.8% | -36.1% | +42.9% | +30.9% |
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