+192.9%
XOM vs CCL
-41.3%
+234.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.3% |
| 7D | +4.1% | -3.2% | +7.3% | +4.6% |
| 30D | +4.6% | -17.8% | +22.4% | +7.8% |
| 3M | +14.0% | -18.7% | +32.6% | +17.2% |
| 6M | +11.0% | -11.4% | +22.4% | +10.9% |
| YTD | +40.7% | -24.3% | +65.0% | +43.8% |
| 1Y | +52.3% | -28.8% | +81.1% | +56.7% |
| 3Y | +60.5% | +49.3% | +11.1% | +36.8% |
| 5Y | +266.4% | +1.6% | +264.8% | +214.2% |
| All | +192.9% | -41.3% | +234.2% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling