+128.8%
XLP vs CCL
-27.9%
+156.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.6% |
| 7D | +0.1% | +3.1% | -3.0% | -0.2% |
| 30D | +8.9% | +17.5% | -8.6% | +7.7% |
| 3M | +7.5% | +6.8% | +0.7% | +6.8% |
| 6M | +9.4% | +18.7% | -9.3% | +7.8% |
| YTD | +19.3% | +3.0% | +16.2% | +18.2% |
| 1Y | +21.7% | +17.7% | +4.0% | +19.4% |
| 3Y | +44.0% | +155.6% | -111.6% | +31.3% |
| 5Y | +42.8% | +30.2% | +12.6% | +32.9% |
| 10Y | +128.8% | -28.5% | +157.3% | +122.1% |
| All | +128.8% | -27.9% | +156.6% | +122.1% |
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 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