+444.5%
CORZ vs XEL
+40.6%
+403.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.7% |
| 7D | +16.6% | +1.3% | +15.2% | +16.5% |
| 30D | -10.9% | -1.5% | -9.3% | -10.9% |
| 3M | -31.0% | -0.2% | -30.8% | -31.1% |
| 6M | +26.0% | -5.4% | +31.5% | +26.2% |
| YTD | +28.6% | +5.6% | +23.0% | +27.8% |
| 1Y | +34.5% | +10.5% | +24.0% | +33.5% |
| All | +444.5% | +40.6% | +403.9% | +408.6% |
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