+753.7%
CCJ vs XYL
+100.4%
+653.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -0.8% | -3.7% | +2.9% | +0.9% |
| 30D | -13.2% | -8.3% | -4.9% | -11.2% |
| 3M | -27.6% | -21.4% | -6.2% | -20.3% |
| 6M | -38.7% | -12.9% | -25.8% | -36.1% |
| YTD | -22.7% | -30.1% | +7.4% | -10.9% |
| 1Y | -17.6% | -35.2% | +17.6% | -1.4% |
| 3Y | +62.7% | -0.8% | +63.5% | +56.9% |
| 5Y | +159.7% | -23.2% | +183.0% | +174.9% |
| All | +753.7% | +100.4% | +653.3% | +508.5% |
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