+5,393.0%
CL vs XEL
+2,071.3%
+3,321.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +0.5% | +1.1% | -0.5% | +0.2% |
| 30D | +11.6% | +8.7% | +2.9% | +8.9% |
| 3M | +5.6% | +3.5% | +2.1% | +4.5% |
| 6M | +13.2% | +2.6% | +10.6% | +12.2% |
| YTD | +26.9% | +11.1% | +15.9% | +22.8% |
| 1Y | +27.3% | +2.2% | +25.2% | +26.3% |
| 3Y | +39.7% | +51.1% | -11.4% | +22.5% |
| 5Y | +41.3% | +48.0% | -6.7% | +24.2% |
| 10Y | +76.3% | +175.3% | -99.0% | +31.9% |
| All | +5,393.0% | +2,071.3% | +3,321.8% | +1,943.3% |
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