+54.1%
CCL vs XYL
+18.1%
+36.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -3.6% |
| 7D | -0.1% | +1.8% | -1.9% | -1.6% |
| 30D | -20.0% | -9.2% | -10.8% | -13.9% |
| 3M | -13.7% | -0.3% | -13.4% | -14.1% |
| 6M | -9.0% | -11.0% | +1.9% | -1.0% |
| YTD | -22.8% | -19.2% | -3.6% | -10.3% |
| 1Y | -25.3% | -21.2% | -4.1% | -11.7% |
| 3Y | +54.1% | +18.6% | +35.5% | +21.6% |
| All | +54.1% | +18.1% | +36.0% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling