+173.6%
CCJ vs XYL
+17.7%
+155.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.7% | -0.2% |
| 7D | +5.9% | +1.8% | +4.1% | +5.0% |
| 30D | +4.7% | -9.2% | +13.9% | +9.7% |
| 3M | -3.3% | -0.3% | -3.0% | -4.2% |
| 6M | -7.0% | -11.0% | +3.9% | -2.4% |
| YTD | +11.5% | -19.2% | +30.7% | +21.6% |
| 1Y | +32.3% | -21.2% | +53.5% | +46.7% |
| All | +173.6% | +17.7% | +155.9% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling