-42.6%
CCL vs XHB
+215.4%
-258.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | -0.5% |
| 7D | -3.2% | -4.6% | +1.4% | +1.7% |
| 30D | -17.8% | -9.1% | -8.7% | -9.0% |
| 3M | -18.7% | -8.6% | -10.1% | -11.0% |
| 6M | -11.4% | -4.0% | -7.4% | -6.9% |
| YTD | -24.3% | -3.9% | -20.4% | -20.9% |
| 1Y | -28.8% | -16.5% | -12.3% | -14.0% |
| 3Y | +49.3% | +22.6% | +26.8% | +13.5% |
| 5Y | +1.6% | +33.9% | -32.3% | -29.2% |
| All | -42.6% | +215.4% | -258.0% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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