+52.8%
CME vs XEL
+49.2%
+3.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | +5.5% | -1.5% | +7.1% | +5.8% |
| 3M | +11.0% | -0.2% | +11.2% | +10.9% |
| 6M | -9.7% | -5.4% | -4.3% | -8.9% |
| YTD | +4.9% | +5.6% | -0.8% | +3.5% |
| 1Y | +10.1% | +10.5% | -0.4% | +7.5% |
| All | +52.8% | +49.2% | +3.7% | +43.6% |
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