+18.5%
XEL vs CAI
-11.0%
+29.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.9% |
| 7D | +0.9% | -3.1% | +4.0% | +0.9% |
| 30D | -0.9% | +2.7% | -3.6% | -0.9% |
| 3M | -1.4% | +41.7% | -43.1% | -1.7% |
| 6M | -5.8% | +26.5% | -32.3% | -6.0% |
| YTD | +4.7% | -10.9% | +15.6% | +5.0% |
| 1Y | +9.1% | -29.2% | +38.3% | +9.7% |
| All | +18.5% | -11.0% | +29.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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