-4.5%
CRS vs XYL
-30.7%
+26.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.5% | -2.8% |
| 7D | +4.3% | +14.5% | -10.2% | +0.6% |
| 30D | -25.5% | -1.3% | -24.1% | -26.5% |
| 3M | -48.7% | -17.0% | -31.7% | -45.2% |
| 6M | -31.6% | -11.3% | -20.3% | -30.1% |
| YTD | -7.0% | -25.0% | +17.9% | 0.0% |
| 1Y | -4.5% | -31.5% | +27.0% | +9.8% |
| All | -4.5% | -30.7% | +26.2% | +9.8% |
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