+3.5%
COR vs XYL
-30.7%
+34.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.0% | -1.0% | +3.2% |
| 7D | +9.1% | +14.5% | -5.4% | +7.2% |
| 30D | +12.4% | -1.3% | +13.7% | +12.1% |
| 3M | +15.8% | -17.0% | +32.8% | +18.3% |
| 6M | +17.1% | -11.3% | +28.4% | +18.4% |
| YTD | +5.4% | -25.0% | +30.4% | +9.2% |
| 1Y | +3.5% | -31.5% | +35.1% | +8.5% |
| All | +3.5% | -30.7% | +34.2% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling