+179.2%
XLE vs CCL
-32.5%
+211.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +5.4% | -1.2% | +6.6% | +5.6% |
| 30D | -3.9% | +13.1% | -17.1% | -6.9% |
| 3M | +7.0% | +3.4% | +3.6% | +5.3% |
| 6M | +14.2% | +18.7% | -4.5% | +7.7% |
| YTD | +48.2% | -2.3% | +50.4% | +43.3% |
| 1Y | +47.7% | +14.2% | +33.5% | +36.9% |
| 3Y | +70.0% | +133.6% | -63.6% | +24.4% |
| 5Y | +169.1% | +33.5% | +135.6% | +107.2% |
| All | +179.2% | -32.5% | +211.6% | +142.5% |
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