+36.8%
CCEP vs XYL
-30.7%
+67.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.0% | -1.1% | +3.0% |
| 7D | +4.2% | +14.5% | -10.3% | +2.2% |
| 30D | +14.2% | -1.3% | +15.5% | +14.0% |
| 3M | +9.1% | -17.0% | +26.1% | +11.6% |
| 6M | +26.9% | -11.3% | +38.2% | +28.1% |
| YTD | +29.1% | -25.0% | +54.1% | +31.3% |
| 1Y | +36.8% | -31.5% | +68.3% | +42.5% |
| All | +36.8% | -30.7% | +67.5% | +42.5% |
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