-34.0%
CCL vs XYL
+100.4%
-134.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -1.2% | -3.7% | +2.5% | +2.1% |
| 30D | +13.1% | -8.3% | +21.5% | +19.0% |
| 3M | +3.4% | -21.4% | +24.8% | +24.2% |
| 6M | +18.7% | -12.9% | +31.6% | +29.6% |
| YTD | -2.3% | -30.1% | +27.8% | +29.0% |
| 1Y | +14.2% | -35.2% | +49.3% | +61.5% |
| 3Y | +133.6% | -0.8% | +134.3% | +117.9% |
| 5Y | +33.5% | -23.2% | +56.7% | +56.6% |
| All | -34.0% | +100.4% | -134.4% | -56.4% |
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 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