-8.6%
CCL vs XLB
+822.6%
-831.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.5% |
| 7D | -5.0% | -1.4% | -3.7% | -3.7% |
| 30D | -20.3% | -0.4% | -20.0% | -20.1% |
| 3M | -15.1% | +2.0% | -17.1% | -16.5% |
| 6M | -15.1% | +1.8% | -16.9% | -15.8% |
| YTD | -21.8% | +16.6% | -38.4% | -32.0% |
| 1Y | -24.8% | +16.9% | -41.7% | -34.7% |
| 3Y | +51.9% | +32.6% | +19.3% | +19.8% |
| 5Y | +4.0% | +35.6% | -31.6% | -15.2% |
| 10Y | -42.2% | +160.0% | -202.3% | -69.7% |
| All | -8.6% | +822.6% | -831.2% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling