+604.8%
CRS vs XYL
+15.7%
+589.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | -6.8% | +1.2% | -8.0% | -7.5% |
| 30D | -16.1% | -11.9% | -4.2% | -9.6% |
| 3M | -21.2% | -1.5% | -19.6% | -21.4% |
| 6M | +8.7% | -11.9% | +20.6% | +16.4% |
| YTD | +41.0% | -20.6% | +61.6% | +59.8% |
| 1Y | +82.7% | -23.5% | +106.2% | +113.1% |
| 3Y | +604.8% | +14.9% | +589.9% | +513.8% |
| All | +604.8% | +15.7% | +589.1% | +513.8% |
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 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