+649.7%
XLU vs CCL
-9.4%
+659.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | -0.4% | -20.0% | +19.6% | +2.2% |
| 3M | +0.5% | -13.7% | +14.1% | +2.0% |
| 6M | -5.8% | -9.0% | +3.2% | -5.4% |
| YTD | +3.1% | -22.8% | +26.0% | +5.2% |
| 1Y | +8.1% | -25.3% | +33.4% | +10.4% |
| 3Y | +50.5% | +54.1% | -3.5% | +37.1% |
| 5Y | +44.7% | +3.5% | +41.2% | +31.6% |
| 10Y | +136.8% | -41.0% | +177.9% | +105.8% |
| All | +649.7% | -9.4% | +659.2% | +433.9% |
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 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