+49.0%
CCL vs XEL
+47.8%
+1.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -4.4% | +0.9% | -5.3% | -4.5% |
| 30D | -18.2% | -0.9% | -17.3% | -18.1% |
| 3M | -17.7% | -1.4% | -16.3% | -17.6% |
| 6M | -13.0% | -5.8% | -7.2% | -12.5% |
| YTD | -24.5% | +4.7% | -29.2% | -24.9% |
| 1Y | -26.9% | +9.1% | -36.0% | -27.9% |
| All | +49.0% | +47.8% | +1.2% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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