+71.6%
CRH vs XYL
+15.7%
+55.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -6.1% | +1.2% | -7.3% | -6.9% |
| 30D | -9.3% | -11.9% | +2.7% | -1.6% |
| 3M | -15.2% | -1.5% | -13.6% | -14.5% |
| 6M | -14.2% | -11.9% | -2.3% | -7.3% |
| YTD | -28.3% | -20.6% | -7.7% | -18.0% |
| 1Y | -21.8% | -23.5% | +1.7% | -8.4% |
| 3Y | +71.6% | +14.9% | +56.8% | +58.1% |
| All | +71.6% | +15.7% | +55.9% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling