+1,890.4%
XEL vs CCEP
+6,869.6%
-4,979.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | -1.0% | -3.1% | +2.1% | -0.4% |
| 30D | -1.9% | -2.6% | +0.7% | -1.5% |
| 3M | -1.9% | +14.9% | -16.8% | -4.3% |
| 6M | -7.4% | +2.3% | -9.7% | -8.0% |
| YTD | +4.1% | +17.8% | -13.8% | +0.9% |
| 1Y | +8.0% | +24.2% | -16.2% | +3.7% |
| 3Y | +48.4% | +84.7% | -36.3% | +33.0% |
| 5Y | +27.2% | +103.2% | -76.0% | +11.3% |
| 10Y | +146.8% | +257.4% | -110.6% | +94.1% |
| All | +1,890.4% | +6,869.6% | -4,979.3% | +906.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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