+57.3%
CL vs XEL
+146.5%
-89.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -2.3% | +0.9% | -3.2% | -2.7% |
| 30D | -5.5% | -0.9% | -4.6% | -5.2% |
| 3M | +0.8% | -1.4% | +2.3% | +1.4% |
| 6M | -4.2% | -5.8% | +1.6% | -1.8% |
| YTD | +13.4% | +4.7% | +8.7% | +10.4% |
| 1Y | +7.1% | +9.1% | -2.0% | +1.9% |
| 3Y | +29.0% | +47.8% | -18.8% | +3.8% |
| 5Y | +28.3% | +29.0% | -0.7% | +9.5% |
| 10Y | +57.3% | +154.0% | -96.7% | -5.9% |
| All | +57.3% | +146.5% | -89.2% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling