+432.8%
XYL vs CRL
+889.4%
-456.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.5% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | -13.2% | +10.7% | -23.9% | -16.0% |
| 3M | -3.7% | +55.3% | -59.0% | -16.5% |
| 6M | -17.7% | +60.7% | -78.3% | -30.3% |
| YTD | -21.5% | +44.6% | -66.1% | -31.6% |
| 1Y | -24.5% | +77.7% | -102.2% | -38.9% |
| 3Y | +6.9% | +37.6% | -30.7% | -11.4% |
| 5Y | -18.1% | -35.8% | +17.8% | -13.1% |
| 10Y | +134.7% | +241.7% | -107.0% | +29.0% |
| All | +432.8% | +889.4% | -456.6% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling