+788.5%
XLK vs CCL
-41.3%
+829.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +0.2% | -3.2% | +3.4% | +0.9% |
| 30D | -0.6% | -17.8% | +17.2% | +3.2% |
| 3M | +2.6% | -18.7% | +21.2% | +6.5% |
| 6M | +34.0% | -11.4% | +45.4% | +36.0% |
| YTD | +30.7% | -24.3% | +55.0% | +36.2% |
| 1Y | +39.2% | -28.8% | +68.0% | +46.2% |
| 3Y | +120.4% | +49.3% | +71.1% | +96.1% |
| 5Y | +148.8% | +1.6% | +147.2% | +122.5% |
| All | +788.5% | -41.3% | +829.7% | +804.0% |
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 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