+14.3%
XLI vs CCL
-26.6%
+40.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.8% |
| 7D | -1.7% | -3.2% | +1.6% | -1.0% |
| 30D | -7.3% | -17.8% | +10.5% | -3.4% |
| 3M | -1.3% | -18.7% | +17.3% | +2.8% |
| 6M | +2.2% | -11.4% | +13.6% | +3.9% |
| YTD | +11.7% | -24.3% | +36.0% | +15.9% |
| 1Y | +14.3% | -28.8% | +43.1% | +18.4% |
| All | +14.3% | -26.6% | +40.9% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling