-35.5%
CLS vs XEL
+5.3%
-40.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.3% |
| 7D | +16.3% | +2.4% | +13.9% | +17.6% |
| 30D | -25.7% | +8.3% | -34.0% | -22.7% |
| 3M | -30.9% | +4.2% | -35.0% | -30.3% |
| 6M | -35.5% | +3.7% | -39.2% | -35.9% |
| All | -35.5% | +5.3% | -40.8% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling