+1,108.0%
CRS vs XYL
+466.0%
+642.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -5.8% |
| 7D | -3.1% | +1.8% | -4.9% | -4.6% |
| 30D | -19.6% | -9.2% | -10.4% | -13.8% |
| 3M | -8.1% | -0.3% | -7.8% | -9.0% |
| 6M | +18.6% | -11.0% | +29.5% | +28.2% |
| YTD | +45.9% | -19.2% | +65.1% | +68.7% |
| 1Y | +82.5% | -21.2% | +103.7% | +115.8% |
| 3Y | +648.9% | +18.6% | +630.3% | +519.8% |
| 5Y | +1,438.1% | -14.3% | +1,452.4% | +1,516.6% |
| 10Y | +1,327.0% | +141.0% | +1,186.0% | +625.6% |
| All | +1,108.0% | +466.0% | +642.1% | +283.0% |
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