-0.8%
CRM vs XEL
+29.8%
-30.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | +28.1% | -3.9% | +32.1% | +28.6% |
| 3M | +48.8% | -2.8% | +51.6% | +49.2% |
| 6M | +28.3% | -5.4% | +33.6% | +28.7% |
| YTD | -6.0% | +3.8% | -9.8% | -7.4% |
| 1Y | +1.4% | +6.8% | -5.4% | -0.9% |
| 3Y | +11.8% | +45.6% | -33.7% | +0.2% |
| All | -0.8% | +29.8% | -30.7% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling