+54.1%
CCL vs XHB
+26.5%
+27.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | +0.9% |
| 7D | -0.1% | +0.2% | -0.3% | -0.3% |
| 30D | -20.0% | -9.1% | -10.9% | -12.7% |
| 3M | -13.7% | -2.3% | -11.3% | -11.8% |
| 6M | -9.0% | -4.1% | -4.9% | -5.1% |
| YTD | -22.8% | -1.7% | -21.1% | -21.3% |
| 1Y | -25.3% | -15.1% | -10.2% | -14.0% |
| 3Y | +54.1% | +26.8% | +27.2% | +11.0% |
| All | +54.1% | +26.5% | +27.6% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling