-9.7%
COR vs XYL
-16.5%
+6.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.2% | -1.6% |
| 7D | +2.8% | -5.0% | +7.8% | +3.4% |
| 30D | +4.5% | -13.2% | +17.7% | +6.5% |
| 3M | +22.7% | -3.7% | +26.4% | +24.9% |
| 6M | -9.7% | -17.7% | +8.0% | -6.2% |
| All | -9.7% | -16.5% | +6.8% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling