-41.7%
CCL vs XLB
+158.8%
-200.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -0.6% |
| 7D | -4.4% | -2.9% | -1.4% | -0.1% |
| 30D | -18.2% | -3.4% | -14.8% | -14.0% |
| 3M | -17.7% | +1.6% | -19.3% | -19.5% |
| 6M | -13.0% | +3.6% | -16.6% | -16.9% |
| YTD | -24.5% | +14.2% | -38.7% | -37.7% |
| 1Y | -26.9% | +15.6% | -42.5% | -40.8% |
| 3Y | +50.8% | +33.1% | +17.6% | +0.3% |
| 5Y | -0.9% | +35.0% | -36.0% | -32.1% |
| 10Y | -41.7% | +164.5% | -206.2% | -79.5% |
| All | -41.7% | +158.8% | -200.4% | -79.5% |
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