+248.8%
XLF vs CCL
-41.3%
+290.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | -1.5% | -3.2% | +1.8% | -0.7% |
| 30D | -1.2% | -17.8% | +16.6% | +3.3% |
| 3M | +9.2% | -18.7% | +27.9% | +14.0% |
| 6M | +16.3% | -11.4% | +27.7% | +18.0% |
| YTD | +5.4% | -24.3% | +29.7% | +10.4% |
| 1Y | +7.6% | -28.8% | +36.4% | +13.7% |
| 3Y | +74.2% | +49.3% | +24.9% | +49.2% |
| 5Y | +66.1% | +1.6% | +64.5% | +44.2% |
| All | +248.8% | -41.3% | +290.1% | +222.8% |
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