-24.8%
CCL vs XRT
+3.4%
-28.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -1.2% |
| 7D | -5.0% | +0.8% | -5.9% | -6.0% |
| 30D | -20.3% | -4.2% | -16.2% | -15.7% |
| 3M | -15.1% | +5.1% | -20.2% | -20.5% |
| 6M | -15.1% | +2.4% | -17.5% | -18.7% |
| YTD | -21.8% | +3.2% | -25.0% | -25.6% |
| 1Y | -24.8% | +1.5% | -26.3% | -29.4% |
| All | -24.8% | +3.4% | -28.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling