-14.6%
CRH vs XYL
-23.4%
+8.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.5% | +3.7% |
| 7D | -1.7% | -5.0% | +3.4% | +1.5% |
| 30D | -5.4% | -13.2% | +7.9% | +3.3% |
| 3M | -11.2% | -3.7% | -7.5% | -9.1% |
| 6M | -15.8% | -17.7% | +1.8% | -7.0% |
| YTD | -23.6% | -21.5% | -2.1% | -15.7% |
| 1Y | -14.6% | -24.5% | +9.9% | -4.7% |
| All | -14.6% | -23.4% | +8.8% | -4.7% |
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 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