+241.9%
CORZ vs XYL
-11.5%
+253.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.6% | +4.4% |
| 7D | -11.2% | +5.9% | -17.1% | -14.4% |
| 30D | -26.2% | -3.9% | -22.3% | -26.8% |
| 3M | -44.1% | -18.7% | -25.5% | -37.7% |
| 6M | -52.3% | -16.9% | -35.4% | -48.6% |
| YTD | -19.2% | -27.4% | +8.1% | -3.2% |
| 1Y | -42.9% | -34.0% | -8.9% | -25.1% |
| All | +241.9% | -11.5% | +253.3% | +252.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling