+742.6%
CCEP vs XYL
+449.8%
+292.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.4% |
| 7D | -3.1% | -5.0% | +2.0% | -1.2% |
| 30D | -2.6% | -13.2% | +10.6% | +2.4% |
| 3M | +14.9% | -3.7% | +18.6% | +16.0% |
| 6M | +2.3% | -17.7% | +19.9% | +9.1% |
| YTD | +17.8% | -21.5% | +39.4% | +27.4% |
| 1Y | +24.2% | -24.5% | +48.7% | +35.9% |
| 3Y | +84.7% | +6.9% | +77.8% | +72.0% |
| 5Y | +103.2% | -18.1% | +121.3% | +105.2% |
| 10Y | +257.4% | +134.7% | +122.7% | +140.3% |
| All | +742.6% | +449.8% | +292.8% | +318.9% |
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 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