+21.9%
CCL vs XYL
-30.7%
+52.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.0% | +2.3% | +4.8% |
| 7D | +11.6% | +14.5% | -2.9% | +4.7% |
| 30D | +22.5% | -1.3% | +23.9% | +20.4% |
| 3M | +6.4% | -17.0% | +23.4% | +18.6% |
| 6M | +23.4% | -11.3% | +34.7% | +29.3% |
| YTD | +4.2% | -25.0% | +29.2% | +16.9% |
| 1Y | +21.9% | -31.5% | +53.4% | +47.2% |
| All | +21.9% | -30.7% | +52.6% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling