-13.9%
CCL vs XHB
+172.3%
-186.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.0% |
| 7D | -1.2% | -0.2% | -1.0% | -1.0% |
| 30D | +13.1% | +9.9% | +3.2% | +4.9% |
| 3M | +3.4% | -6.3% | +9.7% | +8.9% |
| 6M | +18.7% | +3.8% | +14.9% | +15.5% |
| YTD | -2.3% | +0.1% | -2.4% | -1.6% |
| 1Y | +14.2% | -0.8% | +15.0% | +15.8% |
| 3Y | +133.6% | +35.6% | +98.0% | +83.3% |
| 5Y | +33.5% | +29.6% | +4.0% | +12.3% |
| 10Y | -32.8% | +237.5% | -270.3% | -69.6% |
| All | -13.9% | +172.3% | -186.2% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling