-39.5%
CAT vs XYL
-16.5%
-22.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.9% |
| 7D | -10.3% | +5.9% | -16.2% | -10.5% |
| 30D | -31.2% | -3.9% | -27.3% | -31.7% |
| 3M | -34.7% | -18.7% | -16.0% | -29.9% |
| 6M | -39.5% | -16.9% | -22.6% | -38.7% |
| All | -39.5% | -16.5% | -22.9% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling