+27.3%
CRDO vs XYL
-23.4%
+50.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.0% |
| 7D | -26.7% | -5.0% | -21.7% | -26.5% |
| 30D | -24.1% | -13.2% | -10.8% | -23.7% |
| 3M | -21.6% | -3.7% | -17.9% | -23.2% |
| 6M | +66.3% | -17.7% | +84.0% | +62.2% |
| YTD | +18.5% | -21.5% | +40.1% | +8.3% |
| 1Y | +27.3% | -24.5% | +51.8% | +32.5% |
| All | +27.3% | -23.4% | +50.7% | +32.5% |
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 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