+7,463.6%
CI vs XEL
+1,934.3%
+5,529.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | +1.3% | -1.0% | +2.3% | +1.7% |
| 30D | +4.4% | -1.9% | +6.4% | +5.1% |
| 3M | +0.7% | -1.9% | +2.6% | +1.3% |
| 6M | +0.3% | -7.4% | +7.8% | +2.8% |
| YTD | +3.8% | +4.1% | -0.2% | +2.0% |
| 1Y | -5.5% | +8.0% | -13.5% | -8.7% |
| 3Y | +8.1% | +48.4% | -40.3% | -7.5% |
| 5Y | +42.8% | +27.2% | +15.6% | +27.8% |
| 10Y | +143.9% | +146.8% | -2.9% | +73.5% |
| All | +7,463.6% | +1,934.3% | +5,529.2% | +2,333.8% |
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