+663.3%
CRM vs XYL
+454.2%
+209.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -8.1% | -1.2% | -6.9% | -7.6% |
| 30D | +23.1% | -13.2% | +36.2% | +31.5% |
| 3M | +42.5% | -0.2% | +42.7% | +42.0% |
| 6M | +25.3% | -12.5% | +37.8% | +32.0% |
| YTD | -7.8% | -20.9% | +13.1% | +1.5% |
| 1Y | +1.0% | -21.6% | +22.6% | +11.5% |
| 3Y | +10.0% | +16.1% | -6.2% | -3.0% |
| 5Y | -3.9% | -15.6% | +11.7% | -2.4% |
| 10Y | +233.2% | +147.7% | +85.5% | +84.6% |
| All | +663.3% | +454.2% | +209.0% | +169.0% |
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