+379.4%
XYL vs CRL
+1,075.2%
-695.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.9% | +5.0% | -10.9% | -7.4% |
| 30D | -7.3% | +13.5% | -20.8% | -11.7% |
| 3M | -22.5% | +21.5% | -44.0% | -28.0% |
| 6M | -14.4% | +103.4% | -117.8% | -33.0% |
| YTD | -29.4% | +71.8% | -101.2% | -42.4% |
| 1Y | -35.6% | +97.5% | -133.1% | -49.9% |
| 3Y | +0.3% | +99.2% | -99.0% | -27.6% |
| 5Y | -22.3% | -12.1% | -10.2% | -26.7% |
| 10Y | +103.2% | +359.2% | -256.0% | +1.0% |
| All | +379.4% | +1,075.2% | -695.8% | +80.2% |
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