+150.2%
XYL vs CRL
+244.4%
-94.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +0.8% | -4.6% | +5.4% | +2.3% |
| 30D | -10.8% | +0.5% | -11.3% | -11.0% |
| 3M | -2.5% | +46.6% | -49.2% | -14.2% |
| 6M | -12.2% | +57.3% | -69.5% | -25.4% |
| YTD | -20.1% | +39.5% | -59.6% | -29.7% |
| 1Y | -20.6% | +76.9% | -97.5% | -36.0% |
| 3Y | +17.3% | +39.4% | -22.0% | -3.9% |
| 5Y | -14.5% | -37.2% | +22.7% | -6.1% |
| 10Y | +150.2% | +253.4% | -103.2% | +26.6% |
| All | +150.2% | +244.4% | -94.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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