+303.4%
CME vs XEL
+187.7%
+115.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +3.9% | +2.4% | +1.5% | +3.0% |
| 30D | +11.3% | +8.3% | +3.0% | +7.9% |
| 3M | +19.6% | +4.2% | +15.4% | +17.5% |
| 6M | +8.1% | +3.7% | +4.3% | +6.2% |
| YTD | +20.4% | +13.1% | +7.3% | +13.8% |
| 1Y | +16.5% | +5.0% | +11.5% | +13.5% |
| 3Y | +66.4% | +55.0% | +11.5% | +35.3% |
| 5Y | +74.5% | +51.8% | +22.7% | +39.9% |
| All | +303.4% | +187.7% | +115.7% | +217.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling