+1,224.8%
COR vs XYL
+389.1%
+835.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.9% | -6.0% | +8.9% | +4.6% |
| 30D | +5.8% | -8.3% | +14.1% | +7.9% |
| 3M | +11.4% | -22.6% | +34.0% | +18.8% |
| 6M | +34.5% | -15.0% | +49.5% | +39.6% |
| YTD | +4.1% | -30.2% | +34.2% | +13.5% |
| 1Y | -3.1% | -36.4% | +33.2% | +8.4% |
| 3Y | +80.9% | -0.9% | +81.7% | +72.9% |
| 5Y | +195.1% | -23.4% | +218.5% | +200.1% |
| 10Y | +492.7% | +100.9% | +391.8% | +339.3% |
| All | +1,224.8% | +389.1% | +835.7% | +711.6% |
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