+166.9%
XLE vs CCL
+32.6%
+134.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +5.4% | -1.2% | +6.6% | +5.5% |
| 30D | -3.9% | +13.1% | -17.1% | -5.0% |
| 3M | +7.0% | +3.4% | +3.6% | +6.5% |
| 6M | +14.2% | +18.7% | -4.5% | +11.7% |
| YTD | +48.2% | -2.3% | +50.4% | +46.8% |
| 1Y | +47.7% | +14.2% | +33.5% | +43.3% |
| 3Y | +70.0% | +133.6% | -63.6% | +48.3% |
| All | +166.9% | +32.6% | +134.3% | +139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling