+393.1%
XYL vs CAPR
-96.7%
+489.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.3% |
| 7D | +5.9% | +41.1% | -35.2% | +5.5% |
| 30D | -3.9% | +11.1% | -15.0% | -4.0% |
| 3M | -18.7% | +115.3% | -134.0% | -19.4% |
| 6M | -16.9% | -73.8% | +57.0% | -16.5% |
| YTD | -27.4% | -68.8% | +41.5% | -27.2% |
| 1Y | -34.0% | +43.3% | -77.3% | -35.9% |
| 3Y | +5.6% | +214.7% | -209.1% | +0.5% |
| 5Y | -20.6% | +141.3% | -161.8% | -24.5% |
| 10Y | +133.4% | -67.0% | +200.4% | +116.1% |
| All | +393.1% | -96.7% | +489.9% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling