+163.9%
XLE vs CCL
-27.9%
+191.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | -0.4% |
| 7D | -7.9% | +3.1% | -10.9% | -8.7% |
| 30D | -4.8% | +17.5% | -22.3% | -8.5% |
| 3M | +8.4% | +6.8% | +1.5% | +5.9% |
| 6M | +12.7% | +18.7% | -6.1% | +6.3% |
| YTD | +41.3% | +3.0% | +38.3% | +35.1% |
| 1Y | +42.3% | +17.7% | +24.6% | +31.1% |
| 3Y | +65.1% | +155.6% | -90.5% | +18.3% |
| 5Y | +150.2% | +30.2% | +120.0% | +95.5% |
| 10Y | +163.9% | -28.5% | +192.4% | +128.2% |
| All | +163.9% | -27.9% | +191.8% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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