+46.7%
XLU vs CCL
+46.7%
0.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.2% | -4.3% | +3.1% | -0.9% |
| 30D | -2.5% | -19.0% | +16.4% | -1.3% |
| 3M | -2.7% | -13.1% | +10.3% | -2.0% |
| 6M | -7.5% | -13.3% | +5.8% | -6.9% |
| YTD | +0.9% | -25.2% | +26.2% | +2.3% |
| 1Y | +3.3% | -27.2% | +30.5% | +4.8% |
| All | +46.7% | +46.7% | 0.0% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling