+29.6%
CL vs XEL
+50.2%
-20.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | -5.2% | -1.5% | -3.7% | -4.8% |
| 3M | +3.3% | -0.2% | +3.5% | +3.3% |
| 6M | -4.4% | -5.4% | +1.1% | -2.8% |
| YTD | +13.9% | +5.6% | +8.3% | +11.9% |
| 1Y | +7.6% | +10.5% | -2.8% | +4.3% |
| 3Y | +29.6% | +49.2% | -19.6% | +18.1% |
| All | +29.6% | +50.2% | -20.6% | +18.1% |
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