-38.5%
CRDO vs XYL
-0.3%
-38.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.8% |
| 7D | -4.5% | +1.2% | -5.7% | -4.0% |
| 30D | -39.2% | -11.9% | -27.3% | -43.8% |
| 3M | -38.5% | -1.5% | -36.9% | -44.7% |
| All | -38.5% | -0.3% | -38.2% | -44.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling