+176.5%
XLE vs CCL
-32.2%
+208.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +2.5% |
| 7D | +4.4% | -0.3% | +4.7% | +4.4% |
| 30D | -4.3% | +10.3% | -14.6% | -6.7% |
| 3M | +6.0% | +6.6% | -0.5% | +3.6% |
| 6M | +13.2% | +20.0% | -6.8% | +6.5% |
| YTD | +46.7% | -1.9% | +48.6% | +41.8% |
| 1Y | +46.6% | +10.4% | +36.2% | +37.0% |
| 3Y | +69.6% | +134.8% | -65.3% | +24.0% |
| 5Y | +166.5% | +34.0% | +132.5% | +105.0% |
| All | +176.5% | -32.2% | +208.7% | +139.9% |
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