-21.6%
XYL vs CRL
+73.3%
-94.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -1.2% | -6.9% | +5.7% | +0.1% |
| 30D | -13.2% | -3.2% | -10.0% | -12.7% |
| 3M | -0.2% | +46.5% | -46.7% | -7.2% |
| 6M | -12.5% | +63.1% | -75.6% | -20.9% |
| YTD | -20.9% | +36.9% | -57.7% | -25.8% |
| 1Y | -21.6% | +78.1% | -99.7% | -30.4% |
| All | -21.6% | +73.3% | -94.8% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling