+681.6%
CLF vs XEL
+2,071.3%
-1,389.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.4% | +6.7% |
| 7D | -14.1% | +1.1% | -15.1% | -14.5% |
| 30D | -5.5% | +8.7% | -14.2% | -9.0% |
| 3M | 0.0% | +3.5% | -3.5% | -1.9% |
| 6M | +11.3% | +2.6% | +8.7% | +9.5% |
| YTD | -7.7% | +11.1% | -18.7% | -12.4% |
| 1Y | +17.5% | +2.2% | +15.4% | +15.4% |
| 3Y | -25.4% | +51.1% | -76.5% | -39.0% |
| 5Y | -46.0% | +48.0% | -94.0% | -55.8% |
| 10Y | +80.1% | +175.3% | -95.2% | +9.0% |
| All | +681.6% | +2,071.3% | -1,389.7% | +139.8% |
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 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