-16.9%
CRDO vs XYL
-30.7%
+13.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +5.0% | -14.5% | -7.8% |
| 7D | -21.4% | +14.5% | -35.9% | -17.8% |
| 30D | -35.8% | -1.3% | -34.4% | -35.2% |
| 3M | -42.6% | -17.0% | -25.7% | -42.7% |
| 6M | -24.2% | -11.3% | -12.9% | -25.5% |
| YTD | -5.1% | -25.0% | +19.8% | -17.5% |
| 1Y | -16.9% | -31.5% | +14.7% | -12.5% |
| All | -16.9% | -30.7% | +13.8% | -12.5% |
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