-40.4%
CCL vs XRT
+124.6%
-165.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.8% | +1.2% |
| 7D | -0.1% | -0.3% | +0.1% | +0.1% |
| 30D | -20.0% | -5.6% | -14.3% | -14.5% |
| 3M | -13.7% | +2.5% | -16.2% | -16.0% |
| 6M | -9.0% | +3.7% | -12.7% | -11.7% |
| YTD | -22.8% | +1.0% | -23.8% | -22.7% |
| 1Y | -25.3% | -1.2% | -24.1% | -23.6% |
| 3Y | +54.1% | +43.4% | +10.7% | +4.5% |
| 5Y | +3.5% | -0.7% | +4.2% | +8.5% |
| All | -40.4% | +124.6% | -165.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling