+45.4%
XEL vs CAG
-39.3%
+84.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.3% |
| 7D | -1.2% | -5.9% | +4.7% | +0.4% |
| 30D | -2.9% | -1.5% | -1.4% | -2.7% |
| 3M | -2.7% | +11.5% | -14.2% | -6.1% |
| 6M | -6.5% | -15.7% | +9.2% | -2.7% |
| YTD | +3.6% | -10.2% | +13.8% | +5.6% |
| 1Y | +7.5% | -18.1% | +25.6% | +12.4% |
| All | +45.4% | -39.3% | +84.7% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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