+444.5%
CORZ vs XYL
-1.5%
+446.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +2.6% |
| 7D | +16.6% | +1.8% | +14.8% | +15.1% |
| 30D | -10.9% | -9.2% | -1.6% | -4.5% |
| 3M | -31.0% | -0.3% | -30.7% | -33.1% |
| 6M | +26.0% | -11.0% | +37.0% | +34.8% |
| YTD | +28.6% | -19.2% | +47.8% | +48.4% |
| 1Y | +34.5% | -21.2% | +55.7% | +58.7% |
| All | +444.5% | -1.5% | +446.0% | +439.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling