+272.2%
CME vs XEL
+151.3%
+121.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -2.4% | -1.2% | -1.2% | -1.9% |
| 30D | +6.2% | -2.9% | +9.1% | +7.3% |
| 3M | +4.4% | -2.7% | +7.1% | +5.3% |
| 6M | -9.6% | -6.5% | -3.1% | -7.7% |
| YTD | +3.8% | +3.6% | +0.2% | +1.7% |
| 1Y | +9.5% | +7.5% | +2.0% | +5.6% |
| 3Y | +51.9% | +46.3% | +5.6% | +26.9% |
| 5Y | +78.7% | +30.5% | +48.2% | +54.2% |
| All | +272.2% | +151.3% | +121.0% | +224.7% |
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