+422.3%
XLF vs CCL
-8.2%
+430.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | 0.0% | -5.0% | +5.0% | +1.7% |
| 30D | +0.2% | -20.3% | +20.5% | +7.9% |
| 3M | +11.7% | -15.1% | +26.9% | +17.1% |
| 6M | +13.8% | -15.1% | +28.9% | +17.6% |
| YTD | +7.0% | -21.8% | +28.8% | +13.0% |
| 1Y | +9.1% | -24.8% | +33.9% | +15.6% |
| 3Y | +75.6% | +51.9% | +23.8% | +37.0% |
| 5Y | +66.4% | +4.0% | +62.4% | +29.3% |
| 10Y | +250.3% | -42.2% | +292.5% | +155.0% |
| All | +422.3% | -8.2% | +430.5% | +150.3% |
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