+5,760.6%
CRM vs XEL
+913.9%
+4,846.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | +28.1% | -3.9% | +32.1% | +30.4% |
| 3M | +48.8% | -2.8% | +51.6% | +50.3% |
| 6M | +28.3% | -5.4% | +33.6% | +30.0% |
| YTD | -6.0% | +3.8% | -9.8% | -9.4% |
| 1Y | +1.4% | +6.8% | -5.4% | -4.2% |
| 3Y | +11.8% | +45.6% | -33.7% | -13.4% |
| 5Y | -2.0% | +30.7% | -32.7% | -20.9% |
| 10Y | +239.6% | +151.7% | +87.9% | +67.0% |
| All | +5,760.6% | +913.9% | +4,846.7% | +814.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling