+167.2%
XLE vs CCL
-30.2%
+197.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -12.0% | +3.1% | -15.1% | -12.8% |
| 30D | -2.7% | +13.7% | -16.4% | -5.8% |
| 3M | +6.6% | +3.8% | +2.8% | +4.8% |
| 6M | +9.5% | +9.3% | +0.3% | +5.3% |
| YTD | +40.6% | -1.1% | +41.6% | +35.7% |
| 1Y | +43.6% | +14.6% | +29.0% | +33.1% |
| 3Y | +58.1% | +146.4% | -88.3% | +14.1% |
| 5Y | +152.2% | +21.9% | +130.3% | +100.5% |
| All | +167.2% | -30.2% | +197.4% | +134.8% |
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