+1,117.4%
XLI vs CCL
-8.2%
+1,125.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | -5.0% | +4.0% | +0.3% |
| 30D | -5.9% | -20.3% | +14.4% | -0.2% |
| 3M | -0.3% | -15.1% | +14.9% | +3.7% |
| 6M | +0.1% | -15.1% | +15.2% | +3.3% |
| YTD | +13.6% | -21.8% | +35.4% | +19.0% |
| 1Y | +17.2% | -24.8% | +42.0% | +23.3% |
| 3Y | +68.2% | +51.9% | +16.3% | +40.0% |
| 5Y | +80.7% | +4.0% | +76.7% | +50.4% |
| 10Y | +253.3% | -42.2% | +295.5% | +181.4% |
| All | +1,117.4% | -8.2% | +1,125.6% | +553.0% |
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