+108.7%
CCEP vs XYL
-14.7%
+123.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | -0.1% |
| 7D | -1.0% | +1.8% | -2.8% | -1.5% |
| 30D | -1.6% | -9.2% | +7.6% | +1.2% |
| 3M | +11.9% | -0.3% | +12.1% | +11.5% |
| 6M | +7.5% | -11.0% | +18.4% | +10.7% |
| YTD | +18.7% | -19.2% | +37.9% | +25.5% |
| 1Y | +21.4% | -21.2% | +42.6% | +29.2% |
| 3Y | +89.1% | +18.6% | +70.5% | +66.1% |
| 5Y | +108.7% | -14.3% | +123.0% | +88.9% |
| All | +108.7% | -14.7% | +123.4% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling