-41.7%
CCL vs XRT
+120.9%
-162.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -0.3% |
| 7D | -4.4% | -2.4% | -2.0% | -1.7% |
| 30D | -18.2% | -6.9% | -11.3% | -11.2% |
| 3M | -17.7% | -0.4% | -17.3% | -17.2% |
| 6M | -13.0% | +2.2% | -15.2% | -14.2% |
| YTD | -24.5% | -0.7% | -23.8% | -23.0% |
| 1Y | -26.9% | -2.0% | -24.9% | -24.5% |
| 3Y | +50.8% | +41.0% | +9.7% | +4.2% |
| 5Y | -0.9% | -3.3% | +2.4% | +7.0% |
| 10Y | -41.7% | +124.8% | -166.5% | -78.1% |
| All | -41.7% | +120.9% | -162.6% | -78.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling