+241.9%
CORZ vs XEL
+46.9%
+195.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.3% |
| 7D | -11.2% | -0.2% | -11.1% | -11.2% |
| 30D | -26.2% | +10.0% | -36.2% | -26.3% |
| 3M | -44.1% | +4.3% | -48.5% | -44.1% |
| 6M | -52.3% | +0.5% | -52.7% | -52.2% |
| YTD | -19.2% | +10.4% | -29.6% | -19.7% |
| 1Y | -42.9% | +2.0% | -44.9% | -43.0% |
| All | +241.9% | +46.9% | +195.0% | +219.6% |
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