-41.3%
CORZ vs XYL
-30.7%
-10.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.0% | -15.4% | -10.4% |
| 7D | -14.9% | +14.5% | -29.5% | -15.7% |
| 30D | -23.1% | -1.3% | -21.8% | -23.2% |
| 3M | -44.1% | -17.0% | -27.1% | -40.5% |
| 6M | -39.5% | -11.3% | -28.2% | -38.9% |
| YTD | -12.4% | -25.0% | +12.6% | -5.8% |
| 1Y | -41.3% | -31.5% | -9.8% | -29.4% |
| All | -41.3% | -30.7% | -10.6% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling