+60.7%
COP vs XEL
+1.7%
+59.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.4% | -5.2% |
| 7D | -8.1% | +4.3% | -12.4% | -8.2% |
| 30D | +6.7% | +12.6% | -6.0% | +6.5% |
| 3M | +16.9% | +4.4% | +12.5% | +16.8% |
| 6M | +11.2% | +0.7% | +10.5% | +11.4% |
| YTD | +49.5% | +11.5% | +38.0% | +44.4% |
| 1Y | +60.7% | +1.7% | +59.0% | +58.7% |
| All | +60.7% | +1.7% | +59.0% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling