+2,463.6%
CLS vs XEL
+832.7%
+1,631.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +16.3% | +2.4% | +13.9% | +15.6% |
| 30D | -25.7% | +8.3% | -34.0% | -27.4% |
| 3M | -30.9% | +4.2% | -35.0% | -31.7% |
| 6M | -35.5% | +3.7% | -39.2% | -36.5% |
| YTD | -18.7% | +13.1% | -31.7% | -21.9% |
| 1Y | -17.9% | +5.0% | -22.9% | -19.5% |
| 3Y | +838.1% | +55.0% | +783.1% | +705.0% |
| 5Y | +1,971.9% | +51.8% | +1,920.1% | +1,673.4% |
| 10Y | +1,907.9% | +185.6% | +1,722.3% | +1,324.7% |
| All | +2,463.6% | +832.7% | +1,631.0% | +1,006.2% |
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