+891.5%
CLS vs XEL
+52.8%
+838.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.7% |
| 7D | +23.5% | +1.4% | +22.1% | +24.0% |
| 30D | -28.9% | +9.2% | -38.1% | -27.0% |
| 3M | -25.2% | +4.5% | -29.7% | -24.2% |
| 6M | -32.1% | +3.6% | -35.7% | -31.2% |
| YTD | -14.1% | +12.9% | -27.0% | -10.4% |
| 1Y | -24.1% | +4.1% | -28.2% | -23.1% |
| All | +891.5% | +52.8% | +838.7% | +1,172.3% |
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