+238.1%
CCEP vs XYL
+140.7%
+97.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -3.7% | +0.8% | -4.5% | -4.0% |
| 30D | -2.1% | -10.8% | +8.8% | +2.1% |
| 3M | +7.2% | -2.5% | +9.7% | +7.7% |
| 6M | +3.3% | -12.2% | +15.5% | +7.7% |
| YTD | +15.7% | -20.1% | +35.8% | +24.4% |
| 1Y | +16.6% | -20.6% | +37.2% | +25.4% |
| 3Y | +84.3% | +17.3% | +66.9% | +63.6% |
| 5Y | +109.0% | -14.5% | +123.5% | +106.7% |
| 10Y | +238.1% | +150.2% | +87.9% | +141.1% |
| All | +238.1% | +140.7% | +97.4% | +141.1% |
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 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