+18.6%
XYL vs CRL
+37.9%
-19.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.6% | +3.5% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | -9.2% | +5.0% | -14.2% | -10.1% |
| 3M | -0.3% | +50.6% | -50.9% | -8.0% |
| 6M | -11.0% | +60.9% | -71.9% | -19.4% |
| YTD | -19.2% | +40.7% | -60.0% | -25.1% |
| 1Y | -21.2% | +73.3% | -94.5% | -30.1% |
| 3Y | +18.6% | +40.6% | -22.0% | +5.6% |
| All | +18.6% | +37.9% | -19.3% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling