+508.9%
XLP vs CCL
-8.2%
+517.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -5.0% | +4.0% | -0.4% |
| 30D | -0.9% | -20.3% | +19.5% | +1.7% |
| 3M | +3.8% | -15.1% | +19.0% | +5.5% |
| 6M | -1.7% | -15.1% | +13.4% | -0.6% |
| YTD | +10.3% | -21.8% | +32.0% | +12.3% |
| 1Y | +7.8% | -24.8% | +32.6% | +10.0% |
| 3Y | +27.2% | +51.9% | -24.7% | +16.2% |
| 5Y | +32.5% | +4.0% | +28.5% | +20.8% |
| 10Y | +101.8% | -42.2% | +144.0% | +78.6% |
| All | +508.9% | -8.2% | +517.1% | +339.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling