+76.1%
CME vs XEL
+29.4%
+46.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | +4.7% | -0.9% | +5.6% | +4.9% |
| 3M | +7.8% | -1.4% | +9.3% | +8.1% |
| 6M | -11.0% | -5.8% | -5.2% | -9.9% |
| YTD | +4.0% | +4.7% | -0.7% | +2.5% |
| 1Y | +9.1% | +9.1% | +0.1% | +6.2% |
| 3Y | +52.3% | +47.8% | +4.4% | +36.6% |
| 5Y | +76.1% | +29.0% | +47.1% | +61.5% |
| All | +76.1% | +29.4% | +46.7% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling