+24.5%
CORZ vs XYL
-21.6%
+46.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.0% |
| 7D | +7.6% | +0.8% | +6.8% | +7.3% |
| 30D | -6.9% | -10.8% | +3.9% | -2.9% |
| 3M | -33.0% | -2.5% | -30.5% | -35.2% |
| 6M | +19.3% | -12.2% | +31.5% | +24.3% |
| YTD | +24.2% | -20.1% | +44.3% | +34.3% |
| 1Y | +24.5% | -20.6% | +45.1% | +41.4% |
| All | +24.5% | -21.6% | +46.1% | +41.4% |
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