+56.1%
CCL vs XLC
+74.0%
-17.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.8% |
| 7D | -5.0% | -0.8% | -4.2% | -3.9% |
| 30D | -20.3% | +1.0% | -21.4% | -21.6% |
| 3M | -15.1% | -0.7% | -14.4% | -14.4% |
| 6M | -15.1% | -5.1% | -10.0% | -8.1% |
| YTD | -21.8% | -4.3% | -17.5% | -16.4% |
| 1Y | -24.8% | -0.6% | -24.2% | -24.0% |
| All | +56.1% | +74.0% | -17.9% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling