+163.6%
CCJ vs XYL
-23.7%
+187.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.9% |
| 7D | +5.0% | -6.0% | +11.1% | +8.2% |
| 30D | -16.7% | -8.3% | -8.4% | -14.7% |
| 3M | -27.5% | -22.6% | -4.9% | -18.4% |
| 6M | -38.6% | -15.0% | -23.6% | -35.0% |
| YTD | -21.5% | -30.2% | +8.6% | -7.8% |
| 1Y | -22.3% | -36.4% | +14.1% | -3.5% |
| 3Y | +69.9% | -0.9% | +70.8% | +58.5% |
| 5Y | +163.6% | -23.4% | +186.9% | +231.9% |
| All | +163.6% | -23.7% | +187.3% | +231.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling