+21.9%
CCL vs XLB
+29.8%
-8.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.8% | +3.9% |
| 7D | +11.6% | +3.9% | +7.7% | +6.2% |
| 30D | +22.5% | +8.9% | +13.6% | +9.8% |
| 3M | +6.4% | +4.1% | +2.3% | +1.1% |
| 6M | +23.4% | +7.3% | +16.1% | +12.1% |
| YTD | +4.2% | +20.4% | -16.2% | -19.6% |
| 1Y | +21.9% | +29.5% | -7.7% | -16.7% |
| All | +21.9% | +29.8% | -8.0% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling