+145.6%
XLK vs CCL
-2.4%
+148.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -0.4% | -4.3% | +3.9% | +0.7% |
| 30D | -0.5% | -19.0% | +18.5% | +4.7% |
| 3M | +5.0% | -13.1% | +18.1% | +8.2% |
| 6M | +32.9% | -13.3% | +46.1% | +35.9% |
| YTD | +29.0% | -25.2% | +54.2% | +36.1% |
| 1Y | +37.8% | -27.2% | +65.0% | +45.5% |
| 3Y | +118.7% | +49.2% | +69.5% | +87.5% |
| 5Y | +145.6% | +0.4% | +145.2% | +114.0% |
| All | +145.6% | -2.4% | +148.0% | +114.0% |
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 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