-31.5%
XYL vs CAPR
+47.4%
-79.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.3% | -3.3% | +4.9% |
| 7D | +14.5% | +43.2% | -28.6% | +14.4% |
| 30D | -1.3% | +14.7% | -16.0% | -1.4% |
| 3M | -17.0% | +113.9% | -130.9% | -17.3% |
| 6M | -11.3% | -73.4% | +62.0% | -11.2% |
| YTD | -25.0% | -69.1% | +44.1% | -24.9% |
| 1Y | -31.5% | +47.2% | -78.7% | -32.4% |
| All | -31.5% | +47.4% | -79.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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