+21.3%
XLP vs CCL
+17.2%
+4.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.5% | -1.5% | +1.0% | -0.5% |
| 30D | +8.3% | +16.5% | -8.1% | +7.5% |
| 3M | +8.7% | +11.2% | -2.5% | +8.1% |
| 6M | +11.2% | +22.6% | -11.4% | +10.0% |
| YTD | +20.0% | +2.6% | +17.4% | +18.9% |
| 1Y | +21.3% | +17.0% | +4.4% | +18.7% |
| All | +21.3% | +17.2% | +4.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling