+34.0%
CCL vs XHB
+30.4%
+3.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.6% | -2.6% |
| 7D | -0.3% | -2.4% | +2.1% | +2.2% |
| 30D | +10.3% | +7.1% | +3.3% | +2.7% |
| 3M | +6.6% | -6.0% | +12.5% | +13.5% |
| 6M | +20.0% | +2.1% | +18.0% | +17.1% |
| YTD | -1.9% | -0.6% | -1.3% | -1.4% |
| 1Y | +10.4% | -3.3% | +13.7% | +14.0% |
| 3Y | +134.8% | +34.1% | +100.7% | +54.9% |
| 5Y | +34.0% | +28.6% | +5.4% | -16.5% |
| All | +34.0% | +30.4% | +3.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling