+1,276.1%
CRDO vs XYL
+9.3%
+1,266.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -3.8% |
| 7D | -2.4% | -1.2% | -1.1% | -1.6% |
| 30D | -35.3% | -13.2% | -22.1% | -28.5% |
| 3M | -32.6% | -0.2% | -32.4% | -33.9% |
| 6M | +42.7% | -12.5% | +55.2% | +53.9% |
| YTD | +11.4% | -20.9% | +32.3% | +26.4% |
| 1Y | -2.2% | -21.6% | +19.3% | +12.4% |
| 3Y | +912.1% | +16.1% | +895.9% | +754.5% |
| All | +1,276.1% | +9.3% | +1,266.8% | +1,001.9% |
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