+1.3%
CCL vs XHB
+36.9%
-35.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | +1.2% |
| 7D | -0.1% | +0.2% | -0.3% | -0.4% |
| 30D | -20.0% | -9.1% | -10.9% | -11.7% |
| 3M | -13.7% | -2.3% | -11.3% | -11.7% |
| 6M | -9.0% | -4.1% | -4.9% | -4.5% |
| YTD | -22.8% | -1.7% | -21.1% | -21.3% |
| 1Y | -25.3% | -15.1% | -10.2% | -11.8% |
| 3Y | +54.1% | +26.8% | +27.2% | +9.9% |
| All | +1.3% | +36.9% | -35.7% | -37.2% |
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 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