+41.9%
CI vs XEL
+33.1%
+8.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -2.3% |
| 7D | -2.0% | +1.3% | -3.3% | -2.4% |
| 30D | -1.8% | -1.5% | -0.3% | -1.4% |
| 3M | -4.2% | -0.2% | -4.0% | -4.2% |
| 6M | +2.7% | -5.4% | +8.1% | +4.4% |
| YTD | +1.9% | +5.6% | -3.7% | -0.3% |
| 1Y | -6.3% | +10.5% | -16.7% | -10.2% |
| 3Y | +3.9% | +49.2% | -45.3% | -11.0% |
| 5Y | +41.9% | +30.1% | +11.8% | +29.6% |
| All | +41.9% | +33.1% | +8.8% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling