+30.1%
XEL vs CAPR
+87.6%
-57.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +1.5% |
| 7D | +1.3% | -9.5% | +10.8% | +1.3% |
| 30D | -1.5% | +121.5% | -123.0% | -1.5% |
| 3M | -0.2% | -65.4% | +65.2% | -0.3% |
| 6M | -5.4% | -67.5% | +62.1% | -5.5% |
| YTD | +5.6% | -68.6% | +74.3% | +5.6% |
| 1Y | +10.5% | +42.7% | -32.2% | +10.5% |
| 3Y | +49.2% | +43.4% | +5.8% | +47.6% |
| 5Y | +30.1% | +86.0% | -55.9% | +27.9% |
| All | +30.1% | +87.6% | -57.5% | +27.9% |
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