+1,920.9%
XEL vs CAG
+594.9%
+1,326.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.9% |
| 7D | +1.3% | -5.3% | +6.6% | +2.6% |
| 30D | -1.5% | +1.0% | -2.5% | -1.9% |
| 3M | -0.2% | +17.4% | -17.6% | -4.4% |
| 6M | -5.4% | -16.8% | +11.4% | -1.6% |
| YTD | +5.6% | -6.8% | +12.4% | +6.7% |
| 1Y | +10.5% | -15.4% | +25.8% | +14.0% |
| 3Y | +49.2% | -37.1% | +86.3% | +64.3% |
| 5Y | +30.1% | -41.3% | +71.4% | +45.1% |
| 10Y | +146.7% | -35.5% | +182.1% | +159.1% |
| All | +1,920.9% | +594.9% | +1,326.0% | +1,090.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling