+141.0%
XYL vs CAPR
-77.1%
+218.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.6% | +6.6% | +3.0% |
| 7D | +1.8% | -9.5% | +11.3% | +1.9% |
| 30D | -9.2% | +121.5% | -130.7% | -10.2% |
| 3M | -0.3% | -65.4% | +65.1% | +0.1% |
| 6M | -11.0% | -67.5% | +56.6% | -10.6% |
| YTD | -19.2% | -68.6% | +49.4% | -18.9% |
| 1Y | -21.2% | +42.7% | -63.9% | -24.1% |
| 3Y | +18.6% | +43.4% | -24.7% | +12.0% |
| 5Y | -14.3% | +86.0% | -100.4% | -20.0% |
| 10Y | +141.0% | -77.4% | +218.4% | +121.0% |
| All | +141.0% | -77.1% | +218.1% | +121.0% |
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