+480.5%
CCJ vs XYL
+449.8%
+30.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +1.1% |
| 7D | +0.7% | -5.0% | +5.8% | +3.4% |
| 30D | +6.9% | -13.2% | +20.1% | +14.6% |
| 3M | -11.6% | -3.7% | -7.9% | -10.6% |
| 6M | -16.2% | -17.7% | +1.5% | -8.1% |
| YTD | +10.1% | -21.5% | +31.6% | +22.8% |
| 1Y | +32.3% | -24.5% | +56.8% | +50.6% |
| 3Y | +171.3% | +6.9% | +164.4% | +155.9% |
| 5Y | +372.4% | -18.1% | +390.5% | +395.8% |
| 10Y | +1,070.0% | +134.7% | +935.3% | +597.3% |
| All | +480.5% | +449.8% | +30.7% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling