+99.1%
XYL vs CAPR
-63.2%
+162.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.6% | -1.0% |
| 7D | -6.0% | +19.1% | -25.1% | -6.2% |
| 30D | -8.3% | +48.8% | -57.1% | -8.8% |
| 3M | -22.6% | +144.4% | -167.0% | -23.6% |
| 6M | -15.0% | -67.5% | +52.5% | -14.8% |
| YTD | -30.2% | -64.5% | +34.3% | -30.1% |
| 1Y | -36.4% | +74.4% | -110.8% | -38.9% |
| 3Y | -0.9% | +265.7% | -266.6% | -7.5% |
| 5Y | -23.4% | +196.0% | -219.3% | -28.8% |
| All | +99.1% | -63.2% | +162.2% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling