-14.0%
CCL vs XRT
+514.3%
-528.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.9% |
| 7D | -5.0% | +0.8% | -5.9% | -5.8% |
| 30D | -20.3% | -4.2% | -16.2% | -16.8% |
| 3M | -15.1% | +5.1% | -20.2% | -19.2% |
| 6M | -15.1% | +2.4% | -17.5% | -16.2% |
| YTD | -21.8% | +3.2% | -25.0% | -23.3% |
| 1Y | -24.8% | +1.5% | -26.3% | -25.1% |
| 3Y | +51.9% | +40.6% | +11.3% | +10.5% |
| 5Y | +4.0% | -1.0% | +5.0% | +12.2% |
| 10Y | -42.2% | +128.4% | -170.6% | -72.4% |
| All | -14.0% | +514.3% | -528.3% | -85.7% |
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