-47.0%
CLF vs XEL
+33.1%
-80.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | +6.5% | +1.3% | +5.2% | +6.1% |
| 30D | +0.2% | -1.5% | +1.8% | +0.5% |
| 3M | -3.1% | -0.2% | -2.9% | -3.1% |
| 6M | +25.0% | -5.4% | +30.5% | +26.6% |
| YTD | -7.5% | +5.6% | -13.1% | -9.2% |
| 1Y | +11.5% | +10.5% | +1.1% | +7.8% |
| 3Y | -13.7% | +49.2% | -62.9% | -24.7% |
| 5Y | -47.0% | +30.1% | -77.1% | -50.4% |
| All | -47.0% | +33.1% | -80.1% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling