+1,312.5%
CLS vs XEL
+50.2%
+1,262.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +6.0% |
| 7D | +12.8% | +1.3% | +11.5% | +13.1% |
| 30D | +3.8% | -1.5% | +5.3% | +3.3% |
| 3M | -14.6% | -0.2% | -14.4% | -14.7% |
| 6M | +32.2% | -5.4% | +37.7% | +30.3% |
| YTD | +11.6% | +5.6% | +6.0% | +13.7% |
| 1Y | +35.1% | +10.5% | +24.6% | +40.3% |
| 3Y | +1,312.5% | +49.2% | +1,263.4% | +1,587.4% |
| All | +1,312.5% | +50.2% | +1,262.4% | +1,587.4% |
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 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