+45.6%
XEL vs CAH
+176.8%
-131.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | -5.1% | +4.8% | +0.5% |
| 30D | -3.9% | +0.2% | -4.1% | -4.0% |
| 3M | -2.8% | +6.3% | -9.1% | -3.9% |
| 6M | -5.4% | +9.4% | -14.8% | -6.9% |
| YTD | +3.8% | +15.0% | -11.2% | +0.9% |
| 1Y | +6.8% | +55.4% | -48.6% | -2.3% |
| 3Y | +45.6% | +173.8% | -128.2% | +17.5% |
| All | +45.6% | +176.8% | -131.2% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling