+1,902.7%
XEL vs CAH
+14,635.5%
-12,732.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | -0.9% | +1.2% | -2.1% | -1.1% |
| 3M | -1.4% | +13.1% | -14.5% | -3.6% |
| 6M | -5.8% | +8.5% | -14.3% | -7.4% |
| YTD | +4.7% | +17.6% | -12.9% | +1.3% |
| 1Y | +9.1% | +60.7% | -51.6% | -0.4% |
| 3Y | +47.8% | +183.2% | -135.3% | +21.5% |
| 5Y | +29.0% | +402.2% | -373.2% | -4.6% |
| 10Y | +154.0% | +302.3% | -148.3% | +87.1% |
| All | +1,902.7% | +14,635.5% | -12,732.7% | +838.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling