+122.5%
CRWV vs XYL
-10.3%
+132.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.5% |
| 7D | -0.4% | +1.2% | -1.6% | -1.3% |
| 30D | -17.4% | -11.9% | -5.5% | -6.1% |
| 3M | -7.1% | -1.5% | -5.5% | -10.3% |
| 6M | +8.6% | -11.9% | +20.5% | +20.5% |
| YTD | +24.3% | -20.6% | +44.9% | +55.8% |
| 1Y | -21.0% | -23.5% | +2.5% | +6.3% |
| All | +122.5% | -10.3% | +132.7% | +120.6% |
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 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