+1,065.3%
CCJ vs XYL
+149.5%
+915.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -3.2% | -1.2% | -1.9% | -2.6% |
| 30D | -1.3% | -13.2% | +11.8% | +5.6% |
| 3M | +2.5% | -0.2% | +2.7% | +1.8% |
| 6M | -18.9% | -12.5% | -6.4% | -13.9% |
| YTD | +6.5% | -20.9% | +27.4% | +17.9% |
| 1Y | +22.8% | -21.6% | +44.4% | +36.8% |
| 3Y | +164.5% | +16.1% | +148.3% | +140.6% |
| 5Y | +303.7% | -15.6% | +319.3% | +314.1% |
| All | +1,065.3% | +149.5% | +915.8% | +649.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling