-29.4%
CCL vs XLB
+166.1%
-195.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | 0.0% |
| 7D | +5.8% | +0.5% | +5.3% | +5.3% |
| 30D | +17.3% | +6.9% | +10.3% | +6.7% |
| 3M | +11.3% | -0.2% | +11.5% | +11.7% |
| 6M | +18.5% | +3.3% | +15.2% | +13.2% |
| YTD | +2.8% | +18.0% | -15.2% | -19.2% |
| 1Y | +16.7% | +24.2% | -7.5% | -14.8% |
| 3Y | +146.0% | +44.7% | +101.3% | +44.0% |
| 5Y | +33.6% | +31.6% | +2.1% | -5.0% |
| 10Y | -29.4% | +164.2% | -193.7% | -75.8% |
| All | -29.4% | +166.1% | -195.5% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling