+1,401.6%
CRS vs XYL
-15.8%
+1,417.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | -4.1% | -1.2% | -2.9% | -3.5% |
| 30D | -16.6% | -13.2% | -3.4% | -8.8% |
| 3M | -14.3% | -0.2% | -14.1% | -15.1% |
| 6M | +11.6% | -12.5% | +24.1% | +20.7% |
| YTD | +42.6% | -20.9% | +63.5% | +63.6% |
| 1Y | +81.8% | -21.6% | +103.4% | +110.4% |
| 3Y | +632.1% | +16.1% | +615.9% | +530.5% |
| 5Y | +1,401.6% | -15.6% | +1,417.3% | +1,340.3% |
| All | +1,401.6% | -15.8% | +1,417.4% | +1,340.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling