-7.7%
CCL vs XYL
+449.8%
-457.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +1.7% |
| 7D | -5.0% | -5.0% | 0.0% | -1.3% |
| 30D | -20.3% | -13.2% | -7.1% | -11.4% |
| 3M | -15.1% | -3.7% | -11.4% | -13.0% |
| 6M | -15.1% | -17.7% | +2.6% | -1.7% |
| YTD | -21.8% | -21.5% | -0.3% | -6.7% |
| 1Y | -24.8% | -24.5% | -0.3% | -7.7% |
| 3Y | +51.9% | +6.9% | +44.9% | +41.6% |
| 5Y | +4.0% | -18.1% | +22.1% | +17.0% |
| 10Y | -42.2% | +134.7% | -176.9% | -62.6% |
| All | -7.7% | +449.8% | -457.5% | -57.4% |
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