-25.9%
CCJ vs XYL
-30.7%
+4.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -2.1% |
| 7D | -14.5% | +14.5% | -29.0% | -17.0% |
| 30D | -18.1% | -1.3% | -16.7% | -18.6% |
| 3M | -23.0% | -17.0% | -6.0% | -17.8% |
| 6M | -39.4% | -11.3% | -28.1% | -37.9% |
| YTD | -21.7% | -25.0% | +3.3% | -19.2% |
| 1Y | -25.9% | -31.5% | +5.6% | -15.4% |
| All | -25.9% | -30.7% | +4.8% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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