-32.2%
CRCL vs XYL
-21.4%
-10.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -11.2% | +1.2% | -12.4% | -11.5% |
| 30D | +27.1% | -11.9% | +39.0% | +30.6% |
| 3M | +9.6% | -1.5% | +11.2% | +6.8% |
| 6M | -19.7% | -11.9% | -7.8% | -17.3% |
| YTD | +14.2% | -20.6% | +34.8% | +20.6% |
| 1Y | -32.2% | -23.5% | -8.7% | -20.6% |
| All | -32.2% | -21.4% | -10.8% | -20.6% |
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