+58.1%
XLE vs CCL
+137.6%
-79.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | +2.6% | -14.6% | -12.0% |
| 30D | -2.7% | +13.1% | -15.9% | -3.0% |
| 3M | +6.6% | +3.3% | +3.3% | +6.6% |
| 6M | +9.5% | +8.7% | +0.8% | +9.2% |
| YTD | +40.6% | -1.6% | +42.1% | +40.8% |
| 1Y | +43.6% | +14.0% | +29.6% | +40.8% |
| 3Y | +58.1% | +145.1% | -87.1% | +44.2% |
| All | +58.1% | +137.6% | -79.5% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling