+54.4%
CVS vs XEL
+46.5%
+7.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -0.1% | -3.9% | +3.9% | +0.9% |
| 3M | -5.2% | -2.8% | -2.4% | -4.6% |
| 6M | +26.9% | -5.4% | +32.3% | +28.3% |
| YTD | +22.1% | +3.8% | +18.3% | +20.4% |
| 1Y | +30.8% | +6.8% | +24.0% | +27.8% |
| 3Y | +54.4% | +45.6% | +8.8% | +40.2% |
| All | +54.4% | +46.5% | +7.9% | +40.2% |
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