+425.9%
CORZ vs XEL
+39.3%
+386.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.4% |
| 7D | +7.6% | +0.9% | +6.7% | +7.6% |
| 30D | -6.9% | -0.9% | -6.1% | -6.9% |
| 3M | -33.0% | -1.4% | -31.6% | -33.1% |
| 6M | +19.3% | -5.8% | +25.1% | +19.4% |
| YTD | +24.2% | +4.7% | +19.5% | +23.5% |
| 1Y | +24.5% | +9.1% | +15.4% | +23.6% |
| All | +425.9% | +39.3% | +386.6% | +391.3% |
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