+50.0%
XEL vs CAPR
+219.7%
-169.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +26.5% | -25.3% | +1.2% |
| 7D | +0.7% | +25.8% | -25.0% | +0.7% |
| 30D | +9.3% | +50.2% | -40.9% | +9.3% |
| 3M | +5.3% | +185.5% | -180.2% | +5.2% |
| 6M | +2.2% | -64.8% | +67.0% | +2.1% |
| YTD | +12.3% | -61.1% | +73.5% | +12.3% |
| 1Y | +3.0% | +81.0% | -77.9% | +3.1% |
| 3Y | +51.6% | +300.7% | -249.1% | +49.8% |
| 5Y | +50.0% | +223.3% | -173.4% | +48.0% |
| All | +50.0% | +219.7% | -169.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling