+195.1%
COR vs XYL
-23.7%
+218.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.9% | -6.0% | +8.9% | +3.7% |
| 30D | +5.8% | -8.3% | +14.1% | +6.8% |
| 3M | +11.4% | -22.6% | +34.0% | +14.7% |
| 6M | +34.5% | -15.0% | +49.5% | +36.9% |
| YTD | +4.1% | -30.2% | +34.2% | +8.2% |
| 1Y | -3.1% | -36.4% | +33.2% | +1.8% |
| 3Y | +80.9% | -0.9% | +81.7% | +74.5% |
| 5Y | +195.1% | -23.4% | +218.5% | +195.0% |
| All | +195.1% | -23.7% | +218.8% | +195.0% |
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