+432.8%
XYL vs CAPR
-96.6%
+529.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -5.0% | -2.0% | -3.1% | -5.0% |
| 30D | -13.2% | +139.2% | -152.4% | -14.0% |
| 3M | -3.7% | -66.4% | +62.7% | -3.4% |
| 6M | -17.7% | -63.1% | +45.4% | -17.5% |
| YTD | -21.5% | -67.4% | +45.9% | -21.3% |
| 1Y | -24.5% | +58.2% | -82.7% | -26.8% |
| 3Y | +6.9% | +42.2% | -35.3% | +2.6% |
| 5Y | -18.1% | +87.3% | -105.3% | -22.0% |
| 10Y | +134.7% | -75.3% | +210.0% | +117.5% |
| All | +432.8% | -96.6% | +529.3% | +378.6% |
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