+71.8%
CB vs XEL
+44.3%
+27.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +9.1% | +10.0% | -1.0% | +6.2% |
| 3M | +3.4% | +4.3% | -0.9% | +2.1% |
| 6M | +14.1% | +0.5% | +13.6% | +13.8% |
| YTD | +18.0% | +10.4% | +7.6% | +14.3% |
| 1Y | +30.1% | +2.0% | +28.1% | +29.0% |
| 3Y | +71.8% | +45.6% | +26.2% | +58.5% |
| All | +71.8% | +44.3% | +27.5% | +58.5% |
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