+1,024.7%
XLE vs CCL
-8.2%
+1,032.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -5.0% | +7.3% | +3.4% |
| 30D | +11.8% | -20.3% | +32.1% | +17.9% |
| 3M | +9.8% | -15.1% | +25.0% | +13.2% |
| 6M | +15.6% | -15.1% | +30.7% | +17.0% |
| YTD | +45.3% | -21.8% | +67.0% | +49.0% |
| 1Y | +48.3% | -24.8% | +73.1% | +52.5% |
| 3Y | +55.4% | +51.9% | +3.6% | +25.8% |
| 5Y | +216.1% | +4.0% | +212.1% | +154.0% |
| 10Y | +178.4% | -42.2% | +220.6% | +120.9% |
| All | +1,024.7% | -8.2% | +1,032.9% | +566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling