-13.7%
CLF vs XEL
+50.2%
-63.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +6.5% | +1.3% | +5.2% | +6.3% |
| 30D | +0.2% | -1.5% | +1.8% | +0.4% |
| 3M | -3.1% | -0.2% | -2.9% | -3.0% |
| 6M | +25.0% | -5.4% | +30.5% | +26.1% |
| YTD | -7.5% | +5.6% | -13.1% | -8.5% |
| 1Y | +11.5% | +10.5% | +1.1% | +9.3% |
| 3Y | -13.7% | +49.2% | -62.9% | -18.8% |
| All | -13.7% | +50.2% | -63.9% | -18.8% |
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