+29.1%
CRBG vs XYL
-36.2%
+65.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +6.6% | -3.7% | +10.4% | +7.8% |
| 30D | +7.1% | -8.3% | +15.4% | +8.5% |
| 3M | +6.7% | -21.4% | +28.2% | +15.8% |
| 6M | +39.7% | -12.9% | +52.6% | +42.5% |
| YTD | +23.7% | -30.1% | +53.8% | +38.7% |
| 1Y | +29.1% | -35.2% | +64.2% | +51.7% |
| All | +29.1% | -36.2% | +65.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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