-59.7%
CCL vs XLC
+143.7%
-203.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| 6M | -15.1% | -5.1% | -10.0% | -8.2% |
| YTD | -21.8% | -4.3% | -17.5% | -16.5% |
| 1Y | -24.8% | -0.6% | -24.2% | -23.9% |
| 3Y | +51.9% | +72.7% | -20.8% | -27.0% |
| 5Y | +4.0% | +38.0% | -34.0% | -30.1% |
| All | -59.7% | +143.7% | -203.4% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling