+42.0%
XLP vs CCL
+20.8%
+21.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +0.7% | +2.6% | -1.9% | +0.6% |
| 30D | +10.3% | +13.1% | -2.9% | +9.4% |
| 3M | +6.5% | +3.3% | +3.3% | +6.2% |
| 6M | +8.4% | +8.7% | -0.3% | +7.5% |
| YTD | +18.2% | -1.6% | +19.8% | +17.6% |
| 1Y | +22.4% | +14.0% | +8.4% | +20.5% |
| 3Y | +41.9% | +145.1% | -103.3% | +30.6% |
| All | +42.0% | +20.8% | +21.2% | +36.4% |
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