+420.1%
CORZ vs XYL
-4.3%
+424.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +1.4% |
| 7D | +8.4% | -5.0% | +13.4% | +12.4% |
| 30D | -17.8% | -13.2% | -4.6% | -9.1% |
| 3M | -35.9% | -3.7% | -32.2% | -36.2% |
| 6M | +12.9% | -17.7% | +30.6% | +28.8% |
| YTD | +22.9% | -21.5% | +44.4% | +44.6% |
| 1Y | +31.4% | -24.5% | +55.8% | +60.2% |
| All | +420.1% | -4.3% | +424.4% | +426.2% |
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