+1,034.4%
CCL vs XEL
+2,110.3%
-1,075.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.2% | +2.4% | -3.6% | -1.9% |
| 30D | +13.1% | +8.3% | +4.8% | +10.4% |
| 3M | +3.4% | +4.2% | -0.8% | +2.1% |
| 6M | +18.7% | +3.7% | +15.0% | +17.3% |
| YTD | -2.3% | +13.1% | -15.3% | -6.2% |
| 1Y | +14.2% | +5.0% | +9.2% | +11.9% |
| 3Y | +133.6% | +55.0% | +78.6% | +100.4% |
| 5Y | +33.5% | +51.8% | -18.3% | +14.2% |
| 10Y | -32.8% | +185.6% | -218.4% | -53.5% |
| All | +1,034.4% | +2,110.3% | -1,075.9% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling