+1,154.9%
COR vs XYL
+449.8%
+705.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.2% | -1.3% |
| 7D | +2.8% | -5.0% | +7.8% | +4.2% |
| 30D | +4.5% | -13.2% | +17.7% | +8.6% |
| 3M | +22.7% | -3.7% | +26.4% | +23.7% |
| 6M | -9.7% | -17.7% | +8.0% | -5.2% |
| YTD | -1.4% | -21.5% | +20.1% | +4.7% |
| 1Y | +13.9% | -24.5% | +38.4% | +22.1% |
| 3Y | +94.0% | +6.9% | +87.0% | +82.6% |
| 5Y | +184.0% | -18.1% | +202.1% | +185.7% |
| 10Y | +406.8% | +134.7% | +272.0% | +262.7% |
| All | +1,154.9% | +449.8% | +705.1% | +648.6% |
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