+133.6%
CCL vs XEL
+53.0%
+80.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.2% | +2.4% | -3.6% | -1.6% |
| 30D | +13.1% | +8.3% | +4.8% | +11.8% |
| 3M | +3.4% | +4.2% | -0.8% | +2.4% |
| 6M | +18.7% | +3.7% | +15.0% | +17.6% |
| YTD | -2.3% | +13.1% | -15.3% | -4.1% |
| 1Y | +14.2% | +5.0% | +9.2% | +13.2% |
| 3Y | +133.6% | +55.0% | +78.6% | +112.4% |
| All | +133.6% | +53.0% | +80.5% | +112.4% |
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