+13.1%
CCL vs XRT
+549.7%
-536.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | +5.8% | +4.1% | +1.7% | +1.7% |
| 30D | +17.3% | +9.9% | +7.3% | +6.4% |
| 3M | +11.3% | +2.3% | +9.1% | +8.7% |
| 6M | +18.5% | +9.6% | +8.9% | +8.1% |
| YTD | +2.8% | +9.1% | -6.3% | -4.9% |
| 1Y | +16.7% | +16.2% | +0.5% | +1.3% |
| 3Y | +146.0% | +60.1% | +86.0% | +56.4% |
| 5Y | +33.6% | -0.5% | +34.1% | +43.3% |
| 10Y | -29.4% | +145.1% | -174.6% | -68.5% |
| All | +13.1% | +549.7% | -536.6% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling