+5,315.6%
CL vs XEL
+2,057.7%
+3,257.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | +11.4% | +10.0% | +1.3% | +8.3% |
| 3M | +4.4% | +4.3% | +0.1% | +3.1% |
| 6M | +10.8% | +0.5% | +10.3% | +10.6% |
| YTD | +25.1% | +10.4% | +14.8% | +21.3% |
| 1Y | +28.0% | +2.0% | +26.0% | +26.9% |
| 3Y | +37.6% | +45.6% | -7.9% | +22.0% |
| 5Y | +39.7% | +46.6% | -6.9% | +23.1% |
| 10Y | +75.8% | +168.3% | -92.5% | +32.4% |
| All | +5,315.6% | +2,057.7% | +3,257.9% | +1,918.2% |
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