+20.2%
CLF vs XEL
+1.7%
+18.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.2% | -11.4% | -9.3% |
| 7D | -7.9% | +4.3% | -12.2% | -8.2% |
| 30D | +5.2% | +12.6% | -7.4% | +2.9% |
| 3M | +4.3% | +4.4% | -0.1% | +3.7% |
| 6M | +25.3% | +0.7% | +24.5% | +25.6% |
| YTD | -3.3% | +11.5% | -14.8% | -7.6% |
| 1Y | +20.2% | +1.7% | +18.5% | +28.4% |
| All | +20.2% | +1.7% | +18.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling