-60.2%
CCL vs XLC
+142.6%
-202.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.7% |
| 7D | -0.1% | +0.6% | -0.7% | -1.0% |
| 30D | -20.0% | +0.2% | -20.2% | -20.3% |
| 3M | -13.7% | +0.6% | -14.3% | -14.7% |
| 6M | -9.0% | -4.5% | -4.5% | -2.5% |
| YTD | -22.8% | -4.7% | -18.1% | -17.0% |
| 1Y | -25.3% | -1.7% | -23.7% | -23.3% |
| 3Y | +54.1% | +72.3% | -18.2% | -25.7% |
| 5Y | +3.5% | +37.8% | -34.3% | -30.3% |
| All | -60.2% | +142.6% | -202.8% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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