+889.2%
XLV vs CCL
-11.2%
+900.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -3.6% | -3.2% | -0.3% | -3.0% |
| 30D | -1.8% | -17.8% | +16.0% | +1.4% |
| 3M | +7.8% | -18.7% | +26.5% | +11.3% |
| 6M | +9.1% | -11.4% | +20.5% | +10.3% |
| YTD | +7.7% | -24.3% | +32.0% | +11.4% |
| 1Y | +20.4% | -28.8% | +49.2% | +25.3% |
| 3Y | +30.8% | +49.3% | -18.6% | +15.3% |
| 5Y | +34.6% | +1.6% | +33.0% | +18.4% |
| 10Y | +173.4% | -41.5% | +214.9% | +127.4% |
| All | +889.2% | -11.2% | +900.4% | +491.4% |
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 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