+11.7%
CRCL vs XYL
-13.9%
+25.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +38.7% | -10.8% | +49.5% | +42.1% |
| 3M | +14.7% | -2.5% | +17.2% | +13.2% |
| 6M | -16.9% | -12.2% | -4.7% | -14.3% |
| YTD | +17.3% | -20.1% | +37.3% | +25.8% |
| 1Y | -21.2% | -20.6% | -0.5% | -11.9% |
| All | +11.7% | -13.9% | +25.6% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling