+831.6%
CCEP vs XYL
+389.1%
+442.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.3% | -6.0% | +5.7% | +1.9% |
| 30D | +11.0% | -8.3% | +19.3% | +13.8% |
| 3M | +9.2% | -22.6% | +31.8% | +18.8% |
| 6M | +27.2% | -15.0% | +42.2% | +33.3% |
| YTD | +30.3% | -30.2% | +60.5% | +45.7% |
| 1Y | +28.7% | -36.4% | +65.1% | +48.9% |
| 3Y | +109.4% | -0.9% | +110.3% | +98.9% |
| 5Y | +144.1% | -23.4% | +167.4% | +150.6% |
| 10Y | +332.0% | +100.9% | +231.1% | +205.2% |
| All | +831.6% | +389.1% | +442.5% | +379.4% |
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