+83.5%
CLF vs XEL
+176.3%
-92.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | -9.1% | +1.7% | -10.8% | -9.5% |
| 30D | -0.9% | +8.6% | -9.5% | -3.5% |
| 3M | +3.0% | +5.1% | -2.1% | +1.2% |
| 6M | +16.7% | +2.5% | +14.2% | +15.5% |
| YTD | -3.2% | +11.0% | -14.2% | -6.7% |
| 1Y | +24.6% | +2.7% | +21.9% | +22.9% |
| 3Y | -22.3% | +49.7% | -72.0% | -32.7% |
| 5Y | -41.2% | +46.1% | -87.3% | -48.7% |
| 10Y | +83.5% | +181.5% | -98.0% | +129.0% |
| All | +83.5% | +176.3% | -92.7% | +129.0% |
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