-43.4%
CCL vs XYL
+149.5%
-192.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.1% |
| 7D | -4.3% | -1.2% | -3.1% | -3.4% |
| 30D | -19.0% | -13.2% | -5.8% | -8.3% |
| 3M | -13.1% | -0.2% | -12.9% | -13.7% |
| 6M | -13.3% | -12.5% | -0.8% | -2.8% |
| YTD | -25.2% | -20.9% | -4.4% | -9.0% |
| 1Y | -27.2% | -21.6% | -5.6% | -10.9% |
| 3Y | +49.2% | +16.1% | +33.1% | +24.7% |
| 5Y | +0.4% | -15.6% | +16.0% | +10.8% |
| All | -43.4% | +149.5% | -192.9% | -66.5% |
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