+335.5%
CCEP vs XYL
+104.0%
+231.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +1.8% | -5.9% | +7.6% | +4.0% |
| 30D | +12.2% | -7.3% | +19.5% | +14.6% |
| 3M | +10.7% | -22.5% | +33.2% | +20.7% |
| 6M | +27.5% | -14.4% | +41.9% | +33.4% |
| YTD | +31.3% | -29.4% | +60.7% | +47.0% |
| 1Y | +29.9% | -35.6% | +65.5% | +50.7% |
| 3Y | +111.1% | +0.3% | +110.8% | +97.5% |
| 5Y | +142.3% | -22.3% | +164.7% | +146.6% |
| 10Y | +335.5% | +103.2% | +232.3% | +209.2% |
| All | +335.5% | +104.0% | +231.5% | +209.2% |
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 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