+80.9%
XLI vs CCL
+1.3%
+79.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.1% |
| 7D | -0.6% | -4.4% | +3.8% | +0.3% |
| 30D | -6.9% | -18.2% | +11.3% | -3.4% |
| 3M | -1.9% | -17.7% | +15.8% | +1.4% |
| 6M | +1.0% | -13.0% | +14.0% | +2.9% |
| YTD | +11.3% | -24.5% | +35.8% | +15.9% |
| 1Y | +15.8% | -26.9% | +42.8% | +20.8% |
| 3Y | +69.8% | +50.8% | +19.1% | +51.7% |
| 5Y | +80.9% | -0.9% | +81.8% | +64.1% |
| All | +80.9% | +1.3% | +79.6% | +64.1% |
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