+17.7%
COP vs XEL
-7.3%
+25.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.2% |
| 7D | +3.0% | -1.0% | +4.0% | +2.9% |
| 30D | +17.5% | -1.9% | +19.4% | +17.2% |
| 3M | +13.4% | -1.9% | +15.3% | +13.5% |
| 6M | +17.7% | -7.4% | +25.2% | +16.5% |
| All | +17.7% | -7.3% | +25.1% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling