+170.7%
XLE vs CCL
-41.5%
+212.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +12.6% | -20.0% | +32.6% | +18.1% |
| 3M | +11.8% | -13.7% | +25.5% | +14.5% |
| 6M | +16.1% | -9.0% | +25.1% | +15.5% |
| YTD | +46.9% | -22.8% | +69.7% | +50.8% |
| 1Y | +53.3% | -25.3% | +78.6% | +57.6% |
| 3Y | +54.9% | +54.1% | +0.9% | +25.7% |
| 5Y | +225.7% | +3.5% | +222.2% | +167.0% |
| 10Y | +170.7% | -41.0% | +211.7% | +133.3% |
| All | +170.7% | -41.5% | +212.1% | +133.3% |
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