+30.2%
CCL vs XLC
+38.9%
-8.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +0.7% |
| 7D | +3.1% | +7.1% | -4.0% | -6.4% |
| 30D | +17.5% | -2.7% | +20.3% | +22.2% |
| 3M | +6.8% | -3.2% | +10.0% | +11.1% |
| 6M | +18.7% | -7.7% | +26.4% | +32.3% |
| YTD | +3.0% | -8.0% | +11.0% | +16.0% |
| 1Y | +17.7% | -3.1% | +20.8% | +22.8% |
| 3Y | +155.6% | +64.9% | +90.7% | +25.7% |
| 5Y | +30.2% | +39.5% | -9.3% | -13.5% |
| All | +30.2% | +38.9% | -8.7% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling