+147.8%
XEL vs CAH
+294.8%
-147.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | -5.1% | +4.8% | +0.7% |
| 30D | -3.9% | +0.2% | -4.1% | -4.0% |
| 3M | -2.8% | +6.3% | -9.1% | -4.1% |
| 6M | -5.4% | +9.4% | -14.8% | -7.3% |
| YTD | +3.8% | +15.0% | -11.2% | +0.3% |
| 1Y | +6.8% | +55.4% | -48.6% | -3.3% |
| 3Y | +45.6% | +173.8% | -128.2% | +16.1% |
| 5Y | +30.7% | +395.2% | -364.5% | -8.7% |
| All | +147.8% | +294.8% | -147.0% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling