+1,323.2%
CRS vs XYL
+150.5%
+1,172.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -6.8% | +1.2% | -8.0% | -7.8% |
| 30D | -16.1% | -11.9% | -4.2% | -7.1% |
| 3M | -21.2% | -1.5% | -19.6% | -21.3% |
| 6M | +8.7% | -11.9% | +20.6% | +19.3% |
| YTD | +41.0% | -20.6% | +61.6% | +67.2% |
| 1Y | +82.7% | -23.5% | +106.2% | +124.5% |
| 3Y | +604.8% | +14.9% | +589.9% | +480.8% |
| 5Y | +1,384.7% | -15.3% | +1,400.0% | +1,480.1% |
| All | +1,323.2% | +150.5% | +1,172.7% | +490.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling