+394.2%
COR vs XYL
+149.5%
+244.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -4.8% | -1.2% | -3.6% | -4.5% |
| 30D | -3.7% | -13.2% | +9.5% | +0.4% |
| 3M | +14.3% | -0.2% | +14.5% | +14.1% |
| 6M | -8.5% | -12.5% | +4.0% | -5.3% |
| YTD | -4.4% | -20.9% | +16.5% | +1.8% |
| 1Y | +9.1% | -21.6% | +30.7% | +16.4% |
| 3Y | +85.2% | +16.1% | +69.1% | +66.9% |
| 5Y | +180.7% | -15.6% | +196.3% | +180.7% |
| All | +394.2% | +149.5% | +244.7% | +232.7% |
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